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Strategic Subtleties: Butterflies and Iron Condors

From Theory To Practice

Today, we continue with our mini-series on Strategic Subtleties. So far, we’ve covered Short Puts versus Put Ratio Spreads and Strangles versus Straddles. In this segment, we compare a Butterfly versus an Iron Condor. While the Straddle/Strangle discussion was a way to play a neutral bias with undefined-risk, the Butterfly/Iron Condor gives us two ways to play that same neutral bias with defined-risk. James, the host of Resize & Analyze, joins the set today, and he makes an excellent point about Butterflies and Iron Flies effectively being synthetic versions of one another.

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