BOSS

Short Put Butterfly

Description

The put-only equivalent of the short call butterfly: selling the wings and buying the body, profiting when the underlying moves away from the middle strike.

Setup

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

Context

Used when a large move away from the current level is expected but the direction is uncertain, while keeping the cost of entry small.

Risk Profile

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

Pros

  • Collects a credit up front.
  • Defined, capped maximum loss.
  • Profits from a move in either direction.

Cons

  • Maximum gain is small relative to the width of the structure.
  • Loses the most in the worst-case scenario of the underlying pinning at the middle strike.

Effect of Time

Time decay generally hurts the position as expiry nears, if the underlying sits close to the middle strike.

Effect of Volatility

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

Look-Alike Strategies

Live Structure

Live
Index price: $84391.5300
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $84000.0000 24 Sep 2026 $113.9455 $101.2849 $14.2432
Long Put 2 $84500.0000 24 Sep 2026 $312.2955 $337.6168 $50.6425
Short Put 1 $85000.0000 24 Sep 2026 $717.4344 $506.4243 $25.3212
Net Cost-$206.7888
Delta-0.0467
Gamma0.0004
Vega4.9075
Theta-43.1869
Rho-0.0345
Breakeven(s) $84206.7888, $84793.2112

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-$206.7888
Slippage+$274.3133
Execution Cost$67.5244
Estimated Fees+$90.2069
Total Estimated Cost$157.7314

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 $206.7888 +100.0%
$84000.0000 $0.0000 $206.7888 +100.0%
$84206.7888 breakeven -$206.7888 $0.0000 +0.0%
$84404.2000 current -$404.2000 -$197.4112 -95.5%
$84500.0000 -$500.0000 -$293.2112 -141.8%
$84793.2112 breakeven -$206.7888 $0.0000 +0.0%
$85000.0000 $0.0000 $206.7888 +100.0%
$86000.0000 $0.0000 $206.7888 +100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)