BOSS

Long Iron Butterfly

Description

Buying an at-the-money call and put and selling an out-of-the-money call and put, paying a net debit that pays out most if the underlying moves well away from the middle strike.

Setup

  1. Buy one at-the-money call and one at-the-money put.
  2. Sell one out-of-the-money call above and one out-of-the-money put below, same expiry.

Context

The defined-risk, lower-cost cousin of a long straddle, used when a big move is expected but the trader wants to cap the cost and the worst case.

Risk Profile

Maximum loss is the net debit paid, at the middle strike. Maximum gain is the width of either wing minus that debit.

Pros

  • Cheaper than a long straddle.
  • Defined, capped risk and reward.
  • Profits from a move in either direction.

Cons

  • Maximum gain is capped even on a very large move.
  • Four legs means more commissions and more to manage.

Effect of Time

Time decay works against the position as expiry nears, if the underlying stays close to the middle strike.

Effect of Volatility

A rise in implied volatility helps the position; a drop hurts it.

Look-Alike Strategies

Live Structure

Live
Index price: $84528.4600
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $84000.0000 24 Sep 2026 $71.8647 $59.1827 $8.9831
Long Put 1 $84500.0000 24 Sep 2026 $211.3665 $236.7305 $25.3640
Long Call 1 $84500.0000 24 Sep 2026 $262.0948 $287.4588 $25.3640
Short Call 1 $85000.0000 24 Sep 2026 $88.7740 $76.0920 $11.0968
Net Cost$312.8226
Delta0.0259
Gamma0.0004
Vega5.3624
Theta-72.9946
Rho0.0188
Breakeven(s) $84187.1774, $84812.8226

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$312.8226
Slippage+$76.0920
Execution Cost$388.9146
Estimated Fees+$70.8078
Total Estimated Cost$459.7225

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 $500.0000 $187.1774 +59.8%
$84000.0000 $500.0000 $187.1774 +59.8%
$84187.1774 breakeven $312.8226 $0.0000 +0.0%
$84500.0000 $0.0000 -$312.8226 -100.0%
$84546.7100 current $46.7100 -$266.1126 -85.1%
$84812.8226 breakeven $312.8226 $0.0000 +0.0%
$85000.0000 $500.0000 $187.1774 +59.8%
$86000.0000 $500.0000 $187.1774 +59.8%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)