BOSS

Long Call Butterfly

Description

Buying one call below, selling two calls at, and buying one call above a target strike, all the same expiry, to profit from the underlying pinning near that strike.

Setup

  1. Buy one call at a lower strike.
  2. Sell two calls at a middle strike.
  3. Buy one call at a higher strike, evenly spaced from the middle.

Context

Used when the underlying is expected to sit near a specific level through expiry, such as after a move has already played out.

Risk Profile

Maximum loss is the small net debit paid, at either extreme. Maximum gain is the width between adjacent strikes minus that debit, at the middle strike.

Pros

  • Very low cost relative to the potential payout.
  • Small, defined maximum loss.
  • High reward-to-risk ratio if the pin plays out.

Cons

  • Needs the underlying to land in a fairly narrow zone.
  • Gains evaporate quickly if the underlying drifts away from the middle strike.

Effect of Time

Time decay generally helps as expiry nears, so long as the underlying stays close to the middle strike.

Effect of Volatility

A rise in implied volatility tends to hurt the position, since it makes a big move away from the middle strike more likely.

Look-Alike Strategies

Live Structure

Live
Index price: $84391.2900
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Call 1 $84000.0000 24 Sep 2026 $527.5262 $590.8294 $25.3213
Short Call 2 $84500.0000 24 Sep 2026 $211.0101 $185.6889 $50.6424
Long Call 1 $85000.0000 24 Sep 2026 $75.9636 $92.8445 $9.4955
Net Cost$181.4696
Delta0.0470
Gamma-0.0004
Vega-4.9079
Theta63.2954
Rho0.0347
Breakeven(s) $84181.4696, $84818.5304

Estimated Cost to Assemble

An estimate of what entering this structure right now would really cost: filling every leg by crossing the spread (the ask when buying, the bid when selling) instead of at the mid-price, plus an estimated exchange fee. Real fees and fills can differ from this estimate.

Mid-Price Cost$181.4696
Slippage+$130.8264
Execution Cost$312.2960
Estimated Fees+$85.4591
Total Estimated Cost$397.7552

Payoff & Greeks vs. Underlying Price

The Greeks curves are a Black-Scholes model using each leg's current implied volatility, holding time to expiry fixed -- not live exchange data at every price, which only exists at the current price (dashed line).

Payoff at Expiration

This structure's value and profit/loss at expiration, at a handful of specific prices: every leg's strike, every breakeven, the current spot, and the chart's own range.

Underlying PriceValue at ExpirationProfit / LossReturn on Cost
$83000.0000 $0.0000 -$181.4696 -100.0%
$84000.0000 $0.0000 -$181.4696 -100.0%
$84181.4696 breakeven $181.4696 $0.0000 +0.0%
$84404.0500 current $404.0500 $222.5804 +122.7%
$84500.0000 $500.0000 $318.5304 +175.5%
$84818.5304 breakeven $181.4696 $0.0000 +0.0%
$85000.0000 $0.0000 -$181.4696 -100.0%
$86000.0000 $0.0000 -$181.4696 -100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)