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Iron Condor

A short put spread plus a short call spread for maximum income in a range-bound market.

Max GainNet credit received
Max LossStrike width − credit
Break-evenShort put strike − Net credit, and short call strike + Net credit
TypeCredit
Ideal IV environmentHigh IV (IV Rank ≥ 50) — you collect rich premium and profit from volatility compression

Profit / Loss Diagram

Iron Condor at expiration

Put L Put S Call S Call L Ganancia Máx Pérdida Pérdida

What is this strategy?

The Iron Condor is an advanced neutral premium strategy generating income from two simultaneous credit spreads: a bull put spread (sell a put near the money, buy a lower one) and a bear call spread (sell a call near the money, buy a higher one). The result is a payoff profile that earns the full credit if price stays between the two short strikes — the condor’s comfort zone — with limited, defined losses on either side if price travels beyond them.

The Iron Condor is popular with neutral traders because it generates income from two theta sources at once. The maximum-profit zone between the short strikes is relatively wide, typically 15–20% of the underlying price, allowing moderate market moves without impact on P&L. The net credit received is maximum gain; the strike width minus that credit is maximum loss.

The Iron Condor requires moderate margin and suits experienced options traders seeking consistent income with well-defined risk. It works best in markets without clear direction but with expectations of contained volatility. Management is critical: monitor the individual legs and be ready to adjust or close if price approaches either short strike.

Construction

ActionInstrumentStrikeExpirationExample
SELL1 Put (ATM/OTM)ATM or slightly OTM30-45 DTE-1 RUT 200 Put
BUY1 Put (OTM)Lower OTMSame expiry+1 RUT 190 Put
SELL1 Call (ATM/OTM)ATM or slightly OTMSame expiry-1 RUT 210 Call
BUY1 Call (OTM)Higher OTMSame expiry+1 RUT 220 Call

Example

Scenario: RUT at $205, neutral outlook, low expected volatility. You set risk boundaries at $195 and $215.

  • Put Sold (200) -1 RUT 200 Put @ $2.50
  • Put Bought (190) +1 RUT 190 Put @ $0.75
  • Call Sold (210) -1 RUT 210 Call @ $2.50
  • Call Bought (220) +1 RUT 220 Call @ $0.75
  • Net Credit +$350 (2.50+2.50−0.75−0.75 × 100)
  • Maximum Gain $350 (if RUT stays between 200 and 210 at expiry)
  • Maximum Loss $650 (10-wide − 3.50 credit × 100)
  • Breakeven (Put side) $196.50 (200 − 3.50)
  • Breakeven (Call side) $213.50 (210 + 3.50)

The Greeks

δDelta — Neutral

The deltas of the put and call spreads cancel out, keeping price exposure neutral within the profit zone.

θTheta — Strongly Positive

Two short legs make theta strongly positive. Decay works for you every day the price stays inside the range.

νVega — Negative

Two credit spreads give negative vega. Rising IV hurts the position; you want falling or already-low volatility.

γGamma — Negative

Gamma is negative near the short strikes and neutral in the middle. Large moves produce accelerating gamma losses.

Position Management

  1. 01
    Monitor Both Wings Set alerts at both short strikes. If price moves toward either wing — especially inside 7 days to expiration — consider adjusting or closing.
  2. 02
    Close Early on Partial Profit Do not chase maximum gain. Close the full position once you have captured 50–75% of the net credit. It cuts the risk of multiple assignment.
  3. 03
    Adjust a Wing if Needed If one wing is threatened, you can close that side and let the other run, converting the position into a simple credit spread.
  4. 04
    Use Defined Stop Losses Set a total stop if the position moves beyond 2–3× the net credit. Do not wait for maximum loss; manage risk dynamically.
  5. 05
    Redeploy in New Cycles After closing a winner, look for new Iron Condors in upcoming expirations, choosing strikes according to current IV.

Frequently Asked Questions

What is the probability of success on an iron condor?
Roughly one minus the sum of the deltas of the two short strikes. With short strikes at delta 0.20 on both sides, the probability that price finishes inside the range is around 60%. Remember that high probability does not equal positive expectancy: maximum loss is far larger than maximum gain.
When should I open one?
With IV Rank at or above 50, 30 to 45 days to expiration, on liquid underlyings with no scheduled catalysts before expiry. It is the structure that depends most on entering with expensive volatility: at low IV the premium does not compensate the risk.
What do I do if price approaches a wing?
Three responses. Close the threatened side and let the other run, turning the position into a simple spread. Roll that side to further strikes for additional credit. Or close everything once the loss reaches two to three times the credit, which is the most widespread management rule.
Why avoid names prone to gapping?
Because a gap can blow through the strikes at once and produce maximum loss with no room to manage. The iron condor wins slowly and loses suddenly, so any underlying with a history of sharp jumps — especially around earnings — is a poor candidate.