Risk Graph of RUT
Today the butterfly hit the sweet spot where the delta got very close to 0 at the top of it's t-0 line, for $1530. The $1530 minus the $1070 it cost leaves $460 less the $12. in commissions gives a profit of $448. that is 9.1% of the $5000. allotted for the trade or almost 42% of the $1070. that was actually used.
3month daily price chart of the RUT
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