2.42
Short Call Butterfly
Options
Volatility
Description
Short Call Butterfly
Strategy Logic
Strategy 2.42: Sell K1 + Buy 2*K2 + Sell 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 |