Calendar Put Spreads — ZROZ
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| ZROZ | 52.77 | 10-16 52.00 | 1.80 | 12-18 52.00 | 0.40 | 1.40 | 0.00 | 0.01 |
| ZROZ | 52.77 | 10-16 54.00 | 3.80 | 12-18 54.00 | 1.55 | 2.25 | 0.00 | -0.03 |
| ZROZ | 52.77 | 10-16 53.00 | 1.50 | 12-18 53.00 | 0.85 | 0.65 | 0.00 | -0.08 |