Input interpretation
option time spread
Input values
option type | call option name | European strike price | $50 (US dollars) first time to expiration | 2 months second time to expiration | 3 months underlying price | $49 (US dollars) volatility | 20% dividend yield | 1% risk-free interest rate | 0.1%
Invalid date
(the expiration date cannot be before the current date, nor can the time to expiration be negative)