All available long butterfly put spreads

put_butterflies.py

import yfinance as yf                       
import math
 
stock = yf.Ticker("MSFT")                                                   # Get ticker
expiration = stock.options[0]                                               # Get next expiration date
opt = stock.option_chain(expiration)                                        # Get the option chain
                                                                            
options = opt.puts                                                          # Get options
for idx_body, body in options.iterrows():                                   # Iterate over all options
    left_wings = options[options['strike'] < body['strike']]                # Get left wings
    right_wings = options[options['strike'] > body['strike']]               # Get right wings
                                                                            
    for idx_left, left in left_wings.iterrows():                            # Iterate over left wings
        for idx_right, right in right_wings.iterrows():                     # Iterate over right wings
        
            left_count = round(right['strike'] - body['strike'], 2) * 1000  # Left raw wing count
            right_count = round(body['strike'] - left['strike'], 2) * 1000  # Right raw wing count
            body_count = round(left_count + right_count, 2)                 # Body raw count
    
            if (left_count == int(left_count) and right_count == int(right_count) and body_count == int(body_count)):  # If there is a integer number of contracts try to minimize the quantity
                gcd = math.gcd(math.gcd(int(left_count), int(body_count)), int(right_count))    # Greated Common Divisor between the number of contracts
        
                left_count /= gcd
                right_count /= gcd
                body_count /= gcd
                
                if left_count <= 10 and body_count <= 10 and right_count <= 10: # Filter all the butterflies with less than 10 contracts
                    print("Buy %d Contract (Strike %.2f) - Sell %d Contract (Strike %.2f) - Buy %d Contract (Strike %.2f)" % 
                        (left_count, left['strike'], body_count, body['strike'], right_count, right['strike']))