Input interpretation
![iron butterfly option](../image_source/6a59ec1b233b069e21d47c795f3eb5d0.png)
iron butterfly option
Input values
![option name | European 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/797477e47d27b8a852666c0684995d1c.png)
option name | European 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%
Option attributes
![value | delta | gamma | vega | theta | rho $-3.15 | 0.016 | -0.063 | -7.868 | 3.159 | 0.980](../image_source/dbc673555354541d16508ce11a98ea74.png)
value | delta | gamma | vega | theta | rho $-3.15 | 0.016 | -0.063 | -7.868 | 3.159 | 0.980
Plots as a function of risk-free interest rate
![Plots as a function of risk-free interest rate](../image_source/b3c730f8e707914d88c935b9f87520ce.png)
Plots as a function of risk-free interest rate
Time evolution of rho
![Time evolution of rho](../image_source/fc2715d62e070f74fd75849f859a398f.png)
Time evolution of rho