# Does a Call Spread always need to be symmetric?

I have a plot of a Call Spread Option at time $t ={0}$ but the graph of the call spread is not completely symmetric. My question is: does it have to be? Here is the plot I'm referring to:

I'm just wondering because at maturity time the Call Spread becomes symmetric, so it anyone can provide a bit of information on this I'd really appreciate it. Thanks!

• What do you mean symmetric? A call spread is not symmetric. You can plot the payoff to observe that – Gordon May 22 '16 at 23:46

• +1 Indeed. Intuitively, recall that in the limit of an infinitesimally small wedge size $K_2-K_1$, a (normalised) call spead converges to a digital option, i.e. its price is intrinsically tied to the probability of $S_T$ finishing in the money, i.e. to the cumulative distribution function of the random variable of interest. When the distribution function of your random symmetric, the cdf is symmetric as well. – Quantuple May 23 '16 at 8:07