2.40.1
Modified Call Butterfly
Options
Neutral
Description
Modified Call Butterfly
Strategy Logic
Strategy 2.40.1: Asymmetric butterfly. K2 closer to K1 or K3.
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 |