Amberdata Blog

Fresh New Features: Butterfly Constant Maturities

Written by Amberdata | Mar 17, 2023

Welcome to Amberdata Derivatives Fresh New Features where we go in-depth on features that have recently been built for our ADD customers. Analyzing the butterfly strategy (+Call +Put -2*Atm) for constant maturities.

This chart depicts the butterfly strategy (+Call +Put -2*Atm) for constant maturities.

Users can select different deltas (∆25/∆15/∆5) and time windows.

How to find this chart? [Options → Deribit → Current]

Find the chart HERE:

This is a great feature to use in conjunction with our recently released Butterfly Index.

How to find this chart? [Options → Deribit → Historical]

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