Butterfly spread

A three-legged option spread in which each leg has the same expiration date but different strike prices. For example, a butterfly spread in soybean call options might consist of one long call at a $5.50 strike price, two short calls at a $6.00 strike price, and one long call at a $6.50 strike price.

A note on sufficient conditions for no arbitrage [An article from: Finance Research Letters]

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Option

Options & Futures

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