Sign in Subscribe

Iron Butterflies

Andy McDonald

• 1 min read
Share

A couple more of these closed in profit today after 5 and 7 days and I opened a couple of new positions.

Structure: Iron Fly
Open Date 19-Oct-26
Security SPX
Expiry Date 09-Nov-26
Strikes 7525/7725/7925
Open Credit 131.3
Close Date 26-Oct-26
Close Debit 122.0
Profit / (Loss) 9.3
Profit / (Loss) % on VaR 13.5%

Structure: Iron Fly
Open Date 21-Oct-26
Security ES
Expiry Date 11-Nov-26
Strikes 7575/7775/7975
Open Credit 132.0
Close Date 26-Oct-26
Close Debit 123.0
Profit / (Loss) 9.0
Profit / (Loss) % on VaR 13.2%

Structure: Iron Fly
Open Date 23-Oct-26
Security RTY
Expiry Date 13-Nov-26
Strikes 2675/2775/2875
Open Credit 70.8

Structure: Iron Fly
Open Date 26-Oct-26
Security ES
Expiry Date 16-Nov-26
Strikes 7510/7720/7930
Open Credit 138.0