2.45
Short Iron Butterfly
Options
Volatility
Description
Short Iron Butterfly
Strategy Logic
Strategy 2.45: Short put K1 + Long put K2 + Long call K2 + Short call K3.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| K3 | float | str |
| T | float | str |
| p1 | float | str |
| p2 | float | str |
| c2 | float | str |
| c3 | float | str |