Mispriced calls at strikes 1000, 1010, 1020

Three calls on the same underlying and expiry are quoted as follows:

These prices admit an arbitrage. How many dollars can you lock in for certain?

$0.25. Call prices must be convex in strike, but $3.5 > \tfrac12(4+2.75)$. Buy the 1000 and 1020 calls and sell two 1010 calls: this butterfly has a non-negative payoff everywhere, yet you receive $2(3.5)-4-2.75 = 0.25$ to put it on.