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Long Call Butterfly Calculator

By the OptionProfit Editorial Team · Updated June 2026 · 2 min read · Risk disclaimer

A long butterfly combines a bull and bear spread to profit if the stock pins near the middle strike at expiration. Low cost, defined risk, high reward-to-risk near the target.

Open the Long Call Butterfly calculator →

Key characteristics

How a butterfly is built

A long call butterfly buys one lower-strike call, sells two middle-strike calls, and buys one higher-strike call, with the strikes equally spaced. The result is a low-cost position whose payoff looks like a tent peaking at the middle strike.

It is a precise, low-cost bet on the stock landing at a specific price by expiration, offering a high reward-to-risk ratio if you are right about where it pins.

Risks and management

Maximum profit occurs only if the stock finishes exactly at the middle strike; maximum loss is the small net debit, lost if the stock moves well beyond either wing.

Because the peak is a single point, butterflies are usually managed for a partial profit rather than held for a perfect pin, and they benefit from low volatility and time decay drawing the price toward the centre.

Worked example. Stock at $100. You buy the $95 call, sell two $100 calls, and buy the $105 call for a $1.00 net debit ($100). Max loss is the $100 debit; max profit near $100 is the $5 wing minus $1 = $400 — a high payoff if the stock pins the middle strike.

Calculate it live

Use the free OptionProfit Long Call Butterfly calculator to load a live option chain, build the trade, and instantly see the payoff chart, breakevens, probability of profit, Greeks and a Monte Carlo simulation of outcomes.

Key takeaways

Frequently asked questions

When do I make the most on a butterfly?

Only if the stock finishes exactly at the middle strike at expiration; in practice most traders close early for a partial profit.

Is a butterfly defined risk?

Yes — the most you can lose is the small net debit you paid to open it.

Butterfly or iron condor?

A butterfly targets a precise price with a low cost and high payoff; an iron condor profits over a wider range for a steadier credit.

Related guides:
Iron ButterflyTheta Decay & Selling PremiumMoneyness: ITM, ATM & OTM
More strategies (Option Academy):
Long CallLong PutCovered CallCash Secured PutNaked PutBull Call SpreadBear Put SpreadBull Put Credit SpreadBear Call Credit SpreadIron CondorLong StraddleLong StrangleCollarCall Calendar Spread

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