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vega will outpace the long option loss and create the potential for pro ts prior to expiration Now let s look at the model for this trade in Figure 86 This model looks exactly like a long butter y spread You have an area of maximum pro t on the at-the-money strike price on the sold option premium and a maximum risk to the outside legs of the spread when either underlying price exceeds the protective option on the outside of the spread This spread is designed for high implied volatility so as to maximize pro t potential and reduce risk on the spread You should be cautious of the cost of these trades You are creating four trades which means four commissions in either equities or options on futures The commissions, in addition to minimal gains over the course of several spreads, can result in a false sense of success One trade at the maximum loss can offset several winning spreads A signi cant spike in implied volatility will also cause the premium on the spread to be out of line until the time value is exhausted and the volatility declines Some traders recommend buying additional call or put
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Profit/loss by change in SPY common price $ 640 480 320 160 0 160 320 480 7150
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premiums on the outside of the trade to correct the delta in a major market move This strategy may be successful if the market trends in the direction of the options quickly, but as with any short-term outof-the-money option position purchase, the risk of decreasing volatility and accelerated time value decay is signi cant for these additional positions Adding additional call premiums to the spread also has the potential for negating any pro tability for the trade The total reward of the iron butter y can be fairly small, and adding an additional premium will increase risk and reduce reward if it is unsuccessful The iron butter y differs from the long butter y at expiration in that if the spread is placed at the money, some portion of the spread will be in the money if it is held to expiration If both options on one side of the market are in the money, you will experience the maximum loss on the spread The goal is to have the market between the protective strike prices at expiration If the spread is held to expiration and the protective long option positions are not in the money, you will be assigned a long or short on the market depending on which side is in the money You will need to be prepared for the cash and margin or outright margin of the assigned call or put options Ideally, we would be looking to cash in on the time decay sometime shortly before expiration or right at expiration in order to avoid the exercise into the underlying The only time the exercise is preferred is if the value between the bid and offer on the options is disadvantageous to the spread Sometimes with option positions, the volume can get thin and create a disparity between theoretical value and the current market price It may be necessary to allow the option to be exercised and offset it immediately with the opposing underlying position The iron butter y can also be reversed with the base of the trade being the long straddle rather than the short straddle This would
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be the opposite position to the iron butter y in that you are buying in a period of extremely low implied volatility and in a market that has a de ned trading range The reversed iron butter y is created by buying the at-the-money call option and the at-the-money put option while selling premium on the outside of each option It is essentially a bull call and bear put spread at the money The reversed iron butter y can be dif cult in high-volatility situations, similar to the long straddle because, if volatility declines, the short options on the outside of the spread will not likely offset the volatility loss The reversed iron butter y would not be a spread held to expiration unless both options on one side of the trade are in the money or at least one side is strongly in the money in order to recapture the long premium spent The long iron butter y is a debit spread with a maximum loss of the premium paid for the spread plus the costs of trading Like the iron butter y, the reversed iron butter y generates four commission charges for the option position, and these must be added to the premium for applying the trade
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