Derivatives Simulator

Iron condor

advancedneutral

Strategy parameters

Greeks (current)

Delta
-0.924
Gamma
-3.091
Theta
3.799
Vega
-7.622
Rho
0.083

Payoff diagram

P&L at expiryP&L today (theoretical)Current spot

Key metrics

Net cost
-$193.90
Credit (received)
Max profit
$193.90
Max loss
-$306.10
Breakevens
$93.06 · $106.94

Scenarios at expiry

MoveSpotP&L at expiry% of cost
-20%$80.00-$306.10-157.9%
-10%$90.00-$306.10-157.9%
-5%$95.00$193.90100.0%
+0%$100.00$193.90100.0%
+5%$105.00$193.90100.0%
+10%$110.00-$306.10-157.9%
+20%$120.00-$306.10-157.9%

Mechanics & risks

How it works

Sell an OTM put spread AND an OTM call spread. Four legs, one expiry. Net credit upfront. Profit zone is between the short strikes.

When to use

You expect the stock to stay within a defined range until expiry, with low realized volatility.

Risks
  • Maximum profit = net credit.
  • Maximum loss = (width of either wing − credit) × 100.
  • Skew/jump risk: a sharp move past either short strike eats the credit fast.