Long Call Butterfly Option Screener
[Neutral | Limited Profit | Limited Loss] The long call butterfly options spread anticipates volatility to decrease and the underlying security to trade within a specific price range. The long call butterfly option strategy involves buying a call option, selling 2 call options, and buying a call option, all at equidistant higher strike prices. The long call butterfly strategy is a combination of a bull call and a bear call spread. Maximum loss is the difference between the premium paid for the long calls minus the premium received for the short calls (Net Debit). Maximum profit is the difference between the center and outer strike values minus the Net Debit. The long call butterfly strategy succeeds if the underlying security is trading within the range between the downside breakeven (lower strike + Net Debit) and upside breakeven (upper strike - Net Debit) at expiration. Maximum profit is achieved if the underlying security lands at the center strike price at expiration. [Learn More] [Watch on YouTube].
Sat, Jun 7th, 2025
Filter
Order
Security Type
Volume Leg 1
Total Leg 1 options traded for the day.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Open Interest Leg 1
Open Interest for the Leg 1 option.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Volume Leg 2
Total Leg 2 options traded for the day.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Open Interest Leg 2
Open Interest for the Leg 2 option.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Volume Leg 3
Total Leg 3 options traded for the day.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Open Interest Leg 3
Open Interest for the Leg 3 option.
Range:
to
Very Low
0 - 100
Low
100 - 250
Medium
250 - 500
High
500 - 1000
Very High
above 1000
Moneyness Leg 2
Relative position of the underlying price to the Leg2 strike price. (Underlying Price) - (Strike Price of Leg2 Option)
Range:
to
%
%
Deep OTM
below -25%
OTM
-25% to -5%
ATM
-5% to +5%
ITM
+5% to +25%
Deep ITM
above +25%
Days to Expiration
Range:
to
< 60
60 - 100
100 - 150
150 - 200
> 200
Ask Price Leg 1
Ask Price for the Leg 1 option.
Bid Price Leg 2
Bid Price for the Leg 2 option.
Ask Price Leg 3
Ask Price for the Leg 3 option.
Probability of Profit
Probability of Profit. The likelihood of this strategy being profitable.
%
Results:
Shared
Screener:
Screener:
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