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Long Call Butterfly Spread

Computes the outcome of a long call butterfly: buy one low-strike call, sell two middle-strike calls and buy one high-strike call, with equally spaced strikes. It's a bet that the asset will sit near the middle strike at expiry. The tool returns the net cost (debit), the maximum profit, the maximum loss (capped at the debit) and the two breakeven points. Enter the three strikes and the three call premiums.

Resultado

Long Call Butterfly Spread

Computes the outcome of a long call butterfly: buy one low-strike call, sell two middle-strike calls and buy one high-strike call, with equally spaced strikes. It's a bet that the asset will sit near the middle strike at expiry. The tool returns the net cost (debit), the maximum profit, the maximum loss (capped at the debit) and the two breakeven points. Enter the three strikes and the three call premiums.

The bet that nothing will happen

Most option strategies bet on a direction: it'll go up, it'll go down. The butterfly bets the opposite, that the asset will stay roughly where it is. You build three legs with calls: buy one at a low strike, sell two in the middle and buy one at a high strike. The maximum profit happens if, at expiry, the price lands exactly on the middle strike.

The appeal is the limited risk on both ends. Since the cost of setting up the position is small, the maximum loss is too, and it never exceeds what you paid to get in. In exchange, the profit also has a ceiling: the gap between the strikes minus the cost. It's a low-volatility strategy, suited to when you think the market will go quiet.

The tool asks for the three strikes and the three call premiums and returns the net cost, the maximum profit, the maximum loss and the two breakeven points, the prices between which the position turns a profit. For the calculation to make sense, use equally spaced strikes, which is the classic butterfly setup.

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The results provided by this tool are for general informational and educational purposes only and do not constitute professional, financial, medical, legal, tax or accounting advice. Always confirm important decisions with a qualified professional and official sources.