ARSENAL > Butterfly spread

Butterfly spread

Trading
Definition
Three-strike options strategy: long 1 ITM, short 2 ATM, long 1 OTM (all calls or all puts). Profits if the underlying lands at the middle strike at expiration.

Defined-risk, low-cost. Used to bet on a specific price target rather than a directional move. Often quoted in terms of "1-2-1" structure.
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