Iron Butterflies
2021-01-22 15-30-05
AMZN 2021Feb19 C 3300.0/3305.0 P 3300.0/3295.0 (2.41+2.63)=5.04 100.8% [0.75, 0.65, 0.65, 0.6]+=2.65
AMZN 2021Jan29 C 3305.0/3310.0 P 3305.0/3300.0 (2.22+2.82)=5.04 100.8% [0.7, 0.65, 0.65, 0.3]+=2.3
AMZN 2021Feb5 C 3290.0/3295.0 P 3290.0/3285.0 (2.5+2.52)=5.02 100.4% [0.8, 0.8, 0.8, 0.75]+=3.15
NVDA 2021Feb19 C 550.0/555.0 P 550.0/545.0 (2.57+2.45)=5.02 100.4% [0.65, 0.3, 0.7, 0.6]+=2.25
AMZN 2021Feb5 C 3285.0/3295.0 P 3285.0/3275.0 (4.98+5.03)=10.01 100.1% [0.7, 0.65, 0.75, 0.4]+=2.5

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