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Steve Lentz and Jim Graham
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Options Strategy Lab: Ratio call butterfly strategy
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FOT-November 2007-6
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Detailed Description
 Options Strategy Labs: 2007The strategy is designed to exploit time decay and will collect the most profit if the S&P 500 trades sideways by expiration. It enters an at-the-money (ATM) call butterfly on the cash-settled S&P 500 options each month.
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