Iron Butterflies
2021-09-17 15-30-03
LRCX 17 Sep 21 C 600.0/605.0 P 600.0/595.0 (5.42+0.06)=5.48 109.6% [1.4, 1.85, 0.18, 0.15]+=3.58
NFLX 17 Sep 21 C 575.0/580.0 P 575.0/570.0 (5.22+0.07)=5.29 105.8% [0.7, 1.15, 0.06, 0.01]+=1.92
TSLA 19 Nov 21 C 755.0/760.0 P 755.0/750.0 (2.75+2.31)=5.06 101.2% [0.3, 0.3, 0.45, 0.35]+=1.4
ADBE 17 Sep 21 C 640.0/650.0 P 640.0/630.0 (10.02+0.04)=10.06 100.6% [1.55, 0.6, 0.05, 0.01]+=2.21
TSLA 19 Nov 21 C 765.0/770.0 P 765.0/760.0 (2.6+2.42)=5.02 100.4% [0.35, 0.55, 0.45, 0.3]+=1.65

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