Iron Butterflies
2020-10-22 15-30-04
AMZN 2020Oct30 C 3155.0/3160.0 P 3155.0/3150.0 (2.48+2.63)=5.11 102.2% [1.05, 0.9, 0.75, 0.8]+=3.5
AMZN 2020Oct30 C 3165.0/3170.0 P 3165.0/3160.0 (2.4+2.63)=5.03 100.6% [1.0, 0.9, 0.75, 0.7]+=3.35
CVNA 2020Oct30 C 202.5/207.5 P 202.5/197.5 (2.47+2.55)=5.02 100.4% [0.7, 0.85, 0.85, 0.95]+=3.35
LULU 2020Nov6 C 325.0/330.0 P 325.0/320.0 (2.35+2.67)=5.02 100.4% [0.4, 0.3, 1.25, 0.4]+=2.35

3.4 mins
61 stocks
spread cutoff @100.0%
max total spread cut @4
spread intervals 4.0,5.0,10.0,25.0