2.40
Long Call Butterfly
Options
Neutral
Description
Long Call Butterfly
Strategy Logic
Strategy 2.40: Buy K1 + Sell 2*K2 + Buy K3 calls.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| K3 | float | str |
| T | float | str |
| p1 | float | str |
| p2 | float | str |
| p3 | float | str |