Here, I show an example of a setup where I'm selling the 20 delta call (at whatever strike it lies), the 20 delta put (at whatever strike it lies), and buying the 10 delta put and call (at whatever strikes they lie). As compared to a "static" setup where you are making each wing the exact same width, here I'm letting the options' respective delta values dictate where my strikes, resulting in a skewed setup with the short call vert side of the setup being wider (4 strikes) than the short put side (3 strikes).
In actuality, this is a fairly good high IVR/IV setup, although I generally like to get at least 1/3rd the width of the wings in credit:
Max Profit: $93/contract
Max Loss: $307/contract
Notes: The "naked," undefined risk alternative is the body of this setup -- the Feb 31/42 short strangle with a max profit potential of $168/contract.