ooooh - the "Eye of Sauron" double calendar. I also discovered this shaped return and sort of wondered: How is this possible - a free lunch? Of course when you look at expiry and this mysterious potion called IV collapses you find that the middle and bottom bits sink well below the 'minus' line.
As for that other chart - I think anyone of could construct an option position giving that kind of return - the obvious bit is the sale of out of the money puts and calls