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Iron Condor Calculator

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An iron condor is a four-leg, defined-risk, neutral strategy. Sell a put spread and a call spread simultaneously. You collect a net credit and profit if the stock stays inside the short strikes — harvesting time decay in range-bound underlyings.

Max Profit
Net credit received × 100
Max Loss
(Width of wider wing − Net credit) × 100
Break Even
Short put − Net credit / Short call + Net credit
Underlying

When to Use a Iron Condor

  • You expect the underlying to stay inside a range through expiration
  • Implied volatility is elevated — you want to sell premium, not buy it
  • You want defined risk on both wings (unlike a naked strangle)
  • Time horizon: 14–45 DTE is the sweet spot

Risks

  • Max loss is significantly larger than max profit
  • If the stock trends strongly in one direction, one wing gets tested
  • Gamma risk increases as expiration approaches
  • IV expansion can temporarily hurt the position

How an Iron Condor Works


An iron condor combines a bull put spread (below the stock) and a bear call spread (above the stock). You sell two OTM verticals and collect a net credit.


Example

AAPL at $195. Sell a bull put spread ($185/$190) and a bear call spread ($200/$205). Net credit: $1.42 ($142).


  • AAPL between $190–$200: All options expire OTM. Keep the $142 credit.
  • AAPL at $188.58: Lower break-even.
  • AAPL at $201.42: Upper break-even.
  • AAPL below $185 or above $205: Max loss = ($5 − $1.42) × 100 = $358.

  • Iron Condor vs. Short Strangle

    An iron condor is a defined-risk version of a short strangle. The long wings cap your loss but reduce the credit collected. For most traders, this tradeoff is worth it.


    Key Takeaway

    Iron condors are the workhorse of premium-selling. Aim for IV rank above 30, 14–45 DTE, and take profits at 50% of max profit.

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