Input interpretation
![butterfly option](../image_source/34ca9175f804f0007d505b435a73a982.png)
butterfly option
Input values
![option name | European option type | call first long strike price | $45 (US dollars) short strike price | $50 (US dollars) second long strike price | $55 (US dollars) time to expiration | 3 months underlying price | $50 (US dollars) volatility | 20% dividend yield | 1% risk-free interest rate | 0.1%](../image_source/f44ae928321d7ff9657d45be4aedfe58.png)
option name | European option type | call first long strike price | $45 (US dollars) short strike price | $50 (US dollars) second long strike price | $55 (US dollars) time to expiration | 3 months underlying price | $50 (US dollars) volatility | 20% dividend yield | 1% risk-free interest rate | 0.1%
Payout profile at expiration
![Payout profile at expiration](../image_source/5c5723c5c55bcc9afc215343bd4b3b71.png)
Payout profile at expiration
Option attributes
![value | delta | gamma | vega | theta | rho $1.85 | 0.016 | -0.063 | -7.868 | 3.164 | -0.267](../image_source/dea30cc5d3f87695a56fe84e95decf00.png)
value | delta | gamma | vega | theta | rho $1.85 | 0.016 | -0.063 | -7.868 | 3.164 | -0.267
Plots as a function of risk-free interest rate
![Plots as a function of risk-free interest rate](../image_source/0dfef7449b333cb51bbb9ce6eb5bca8d.png)
Plots as a function of risk-free interest rate
Time evolution of rho
![Time evolution of rho](../image_source/3ee2f4434c5cbba7dfb061ea78c18723.png)
Time evolution of rho