Consider a one-period model with a stock $S_0=1$ and $S_1>0$. Introduce call options with strikes $K_1<K_2<K_3$ maturing at $T=1$. Assume further that $$ C(K_2)>\frac12(C(K_1)+C(K_3)) $$ and $K_2=\frac12(K_1+K_3)$. Here, $C(K_i)$ is the initial price of the call option with strike $K_i$. I want to find an explicit arbitrage strategy.