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Fresh Features: Butterfly Constant Maturities

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Fresh Features: Butterfly Constant Maturities

@g_vol
Mar 17
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Fresh Features: Butterfly Constant Maturities

amberdataderivatives.substack.com

This chart depicts butterfly strategy (+Call +Put -2*Atm) for constant maturities.

User can select different deltas (∆25/∆15/∆5) and time windows.

[Options → Deribit → Current]

This is a great feature to use in conjuction with our recently release Butterfly Index

[Options → Deribit → Historical]

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Fresh Features: Butterfly Constant Maturities

amberdataderivatives.substack.com
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