BOSS

Long Iron Condor

Description

Buying a put spread below the market and a call spread above it, paying a net debit that pays out if the underlying moves outside the two long strikes.

Setup

  1. Buy a put spread: buy a put closer to the money, sell a put further out.
  2. Buy a call spread: buy a call closer to the money, sell a call further out, same expiry.

Context

The reverse of a short iron condor: a defined-risk bet that the underlying breaks out of its recent range, used when a move is expected but its direction is unclear.

Risk Profile

Maximum loss is the net debit paid, anywhere between the two long strikes. Maximum gain is the width of either spread minus that debit.

Pros

  • Defined, capped risk and reward.
  • Profits from a breakout in either direction.
  • Cheaper than a comparable long strangle in many market conditions.

Cons

  • Maximum gain is capped even on a large breakout.
  • Four legs means more commissions and more to manage.

Effect of Time

Time decay works against the position as expiry nears, if the underlying stays between the two long strikes.

Effect of Volatility

A rise in implied volatility helps the position; a drop hurts it.

Look-Alike Strategies

Live Structure

Live
Index price: $84521.9500
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Short Put 1 $83500.0000 24 Sep 2026 $33.8150 $25.3612 $4.2269
Long Put 1 $84000.0000 24 Sep 2026 $76.0839 $92.9915 $9.5105
Long Call 1 $85000.0000 24 Sep 2026 $88.7646 $101.4452 $11.0956
Short Call 1 $85500.0000 24 Sep 2026 $33.8151 $25.3613 $4.2269
Net Cost$97.2184
Delta0.0237
Gamma0.0005
Vega6.9391
Theta-100.7545
Rho0.0191
Breakeven(s) $83902.7816, $85097.2184

Estimated Cost to Assemble

An estimate of what entering this structure right now would really cost: filling every leg by crossing the spread (the ask when buying, the bid when selling) instead of at the mid-price, plus an estimated exchange fee. Real fees and fills can differ from this estimate.

Mid-Price Cost$97.2184
Slippage+$46.4957
Execution Cost$143.7142
Estimated Fees+$29.0598
Total Estimated Cost$172.7740

Payoff & Greeks vs. Underlying Price

The Greeks curves are a Black-Scholes model using each leg's current implied volatility, holding time to expiry fixed -- not live exchange data at every price, which only exists at the current price (dashed line).

Payoff at Expiration

This structure's value and profit/loss at expiration, at a handful of specific prices: every leg's strike, every breakeven, the current spot, and the chart's own range.

Underlying PriceValue at ExpirationProfit / LossReturn on Cost
$81500.0000 $500.0000 $402.7816 +414.3%
$83500.0000 $500.0000 $402.7816 +414.3%
$83902.7816 breakeven $97.2184 $0.0000 +0.0%
$84000.0000 $0.0000 -$97.2184 -100.0%
$84537.7000 current $0.0000 -$97.2184 -100.0%
$85000.0000 $0.0000 -$97.2184 -100.0%
$85097.2184 breakeven $97.2184 $0.0000 +0.0%
$85500.0000 $500.0000 $402.7816 +414.3%
$87500.0000 $500.0000 $402.7816 +414.3%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)