Remembering the concept of time decay, and the potential for two weeks worth of market quiescence, you wonder if the call premium is a little too rich. A 17-day call, also struck at 130, is bid at 2.90. Consider the possibilities. It's easy to see that you immediately cut your cash outlay in half. This spread does not carry a margin requirement.
Margin is a function of risk.
The risk of being assigned on the short call is covered by ownership of the longer term option. You could exercise the long call in response to any assignment on the short option. The maximum risk in this spread, as shown below, is defined by the initial net debit. Imbedded in every option premium is a volatility assumption. Volatility is the statistical measurement of a stock's price fluctuation over time.