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Wednesday, September 23, 2020

Iron Condor Option

 

Iron Condor

An Iron Condor is a directionally neutral, defined risk strategy that profits from a stock trading in a range through the expiration of the options. It benefits from the passage of time and any decreases in implied volatility.

Directional Assumption: Neutral

Setup:
- Sell OTM Call Vertical Spread
- Sell OTM Put Vertical Spread

Ideal Implied Volatility Environment : High

Max Profit: The maximum profit potential for an Iron Condor is the net credit received. Maximum profit is realized when the underlying settles between the short strikes of the trade at expiration.

How to Calculate Breakeven(s):
- Upside: Short Call Strike + Credit Received
- Downside: Short Put Strike - Credit Received

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