Using the Model

butterfly(S, P1 + 2*P2 + P3) :-

Buy = 1, Sell = -1,

call_option(Buy, S, 100, 500, P1),

call_option(Sell, S, 200, 300, P2),

call_option(Buy, S, 400, 100, P3).

P >= 0, butterfly(S,P).

has two answers