An iron butterfly is a defined-risk, four-leg options strategy that profits when the underlying finishes near a specific price. It's built by selling an at-the-money call and put (a short straddle) and buying a further out-of-the-money call and put as protective "wings" (straddles and strangles).

How it profits

You collect a net credit up front. Maximum profit occurs if price pins exactly at the short strike at expiration — both short options expire worthless and you keep the full credit. The bought wings cap your loss if price moves too far either way, making risk defined (theta decay works for you here).

Butterfly vs condor

The iron butterfly is the tighter cousin of the iron condor (the iron condor). The condor sells out-of-the-money strikes, giving a wide profit range with a smaller credit. The butterfly sells at-the-money strikes, giving a larger credit and payout but a much narrower target — you need price to sit near one point, not just within a zone.

The condor bets on a neighborhood; the butterfly bets on an address. More reward for the tighter aim.

When it fits

The iron butterfly suits a strong neutral view — you expect price to stall near a level, often with elevated implied volatility you expect to fall (implied volatility). Near expiration, options-pinning around big strikes can help it (pinning and max pain). Know the max loss (wing width minus credit) before you open it (credit spreads).