com.optstack.api.strategies

ButterflyListT

class ButterflyListT extends AutoCompleteVisibility

Butterfly Spreads, including Call Butterflies, Put Butterflies, Iron Butterflies, etc...

For example:

var ndx = this.getInstrument ("^NDX")

// define an put butterfly
val putButterfly = ndx.strategies.butterflies.PutButterfly

// select put butterfly with 1 - 4 days to expiration
// and risk / reward ratio between 0.4 and 0.6
putButterfly.selectBy.
		daysToExpiration(minDays=1,maxDays=4).
		riskReward(min=0.4,max=0.6)

// get middle strike of butterfly
val middleStrike = putButterfly.selectMiddleStrikeBy(false)

// select at-the-money (ATM) butterflies by selecting the middle strike of butterfly to be 45 - 55 delta
middleStrike.deltaAbs(minDelta=45,maxDelta=55)

// size the butterfly such that margin req is about 2000 dollars
putButterfly.sizeBy.margin(targetMargin=2000)

// select butterfly with highest risk / reward
putButterfly.rankBy.max.riskReward

// sell put butterfly
putButterfly.sell(1)
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Instance Constructors

  1. new ButterflyListT(instrument: SecurityT, parentPosition: <error> = null)

Value Members

  1. final def !=(arg0: AnyRef): Boolean

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  2. final def !=(arg0: Any): Boolean

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  3. final def ##(): Int

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  4. final def ==(arg0: AnyRef): Boolean

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  5. final def ==(arg0: Any): Boolean

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  6. final def CallButterfly()(implicit scriptCtx: <error>): ButterflyT

    Call Butterfly Spread

    Call Butterfly Spread

    Annotations
    @FunctionInfo()
  7. final def IronButterfly()(implicit scriptCtx: <error>): IronButterflyT

    Iron Butterfly Spread

    Iron Butterfly Spread

    Annotations
    @FunctionInfo()
  8. final def PutButterfly()(implicit scriptCtx: <error>): ButterflyT

    Put Butterfly Spread

    Put Butterfly Spread

    Annotations
    @FunctionInfo()
  9. final def UnbalancedCallButterfly(lowestStrikeRatio: Double, middleStrikeRatio: Double, highestStrikeRatio: Double)(implicit scriptCtx: <error>): ButterflyT

    Unbalanced Call Butterfly Spread (1x3x2, 2x5x3, etc)

    Unbalanced Call Butterfly Spread (1x3x2, 2x5x3, etc)

    Annotations
    @FunctionInfo()
  10. final def UnbalancedPutButterfly(highestStrikeRatio: Double, middleStrikeRatio: Double, lowestStrikeRatio: Double)(implicit scriptCtx: <error>): ButterflyT

    Unbalanced Put Butterfly Spread (1x3x2, 2x5x3, etc)

    Unbalanced Put Butterfly Spread (1x3x2, 2x5x3, etc)

    Annotations
    @FunctionInfo()
  11. final def asInstanceOf[T0]: T0

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  12. def clone(): AnyRef

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  13. final def eq(arg0: AnyRef): Boolean

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  14. def equals(arg0: Any): Boolean

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  15. def finalize(): Unit

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  16. final def getClass(): Class[_]

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  17. def hashCode(): Int

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  18. final def isInstanceOf[T0]: Boolean

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  19. final def ne(arg0: AnyRef): Boolean

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  20. final def notify(): Unit

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  21. final def notifyAll(): Unit

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  22. final def synchronized[T0](arg0: ⇒ T0): T0

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  23. def toString(): String

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  26. final def wait(arg0: Long): Unit

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