This is not something I am doing but read in a book I bought - "Commodity Options" by Carley Garner and Paul Brittain.
It is constructed (if going long the market) by buying the ATM call, selling an OTM call, and selling an OTM put.
There are a couple of ways to look at this synthetically:
1/ A bull call spread with a naked put tacked on.
2/ A short strangle with an ATM call tacked on.
(I look at things this way to visualize possible adjustments)
I haven't got my modeller on this 'puter so no payoff diagram, you'll have to do some bloody work yourself.
The idea is to have a zero cost bull call spread paid for by the naked put, with indeterminate risk below the put strike.
Not a recomendation, but put up for discussion.