Iron Butterflies
2021-04-13 15-00-04
NVDA 2021Apr30 C 615.0/620.0 P 615.0/610.0 (2.96+2.17)=5.13 102.6% [1.45, 0.55, 0.6, 0.65]+=3.25
NVDA 2021May21 C 625.0/630.0 P 625.0/620.0 (2.4+2.67)=5.07 101.4% [0.7, 0.9, 1.15, 1.2]+=3.95
NFLX 2021Jun18 C 555.0/560.0 P 555.0/550.0 (2.28+2.75)=5.03 100.6% [0.4, 0.45, 0.5, 0.8]+=2.15
AMZN 2021May21 C 3415.0/3420.0 P 3415.0/3410.0 (2.56+2.46)=5.02 100.4% [0.95, 0.95, 0.95, 0.95]+=3.8

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