BOSS

Long Put Condor

Description

The put-only equivalent of the long call condor: buying a lower put, selling two puts at the next two strikes up, and buying a higher put.

Setup

  1. Buy one put at the lowest strike.
  2. Sell one put at each of the next two strikes up.
  3. Buy one put at the highest strike.

Context

Used when the underlying is expected to settle within a range; economically equivalent to the call version, built with puts instead.

Risk Profile

Maximum loss is the small net debit paid, at either extreme. Maximum gain is the width between adjacent strikes minus that debit, anywhere between the two middle strikes.

Pros

  • Wider profit zone than a butterfly.
  • Small, defined maximum loss.
  • Does not require pinpointing an exact settlement level.

Cons

  • Maximum gain is smaller than a comparable butterfly.
  • Still loses the full debit if the underlying finishes outside the outer strikes.

Effect of Time

Time decay generally helps as expiry nears, so long as the underlying stays within the middle range.

Effect of Volatility

A rise in implied volatility tends to hurt the position, since it makes a move outside the range more likely.

Look-Alike Strategies

Live Structure

Live
Index price: $84537.1900
PositionRightRatioStrikeExpiryPremiumFill PriceEst. Fee
Long Put 1 $83500.0000 24 Sep 2026 $33.8215 $42.2769 $4.2277
Short Put 1 $84000.0000 24 Sep 2026 $71.8708 $59.1877 $8.9838
Short Put 1 $85000.0000 24 Sep 2026 $528.4616 $465.0462 $25.3662
Long Put 1 $85500.0000 24 Sep 2026 $993.5077 $1141.4770 $25.3662
Net Cost$426.9969
Delta-0.0308
Gamma-0.0005
Vega-6.9338
Theta79.5658
Rho-0.0302
Breakeven(s) $83926.9969, $85073.0031

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$426.9969
Slippage+$232.5231
Execution Cost$659.5200
Estimated Fees+$63.9438
Total Estimated Cost$723.4639

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 $0.0000 -$426.9969 -100.0%
$83500.0000 $0.0000 -$426.9969 -100.0%
$83926.9969 breakeven $426.9969 $0.0000 +0.0%
$84000.0000 $500.0000 $73.0031 +17.1%
$84553.8500 current $500.0000 $73.0031 +17.1%
$85000.0000 $500.0000 $73.0031 +17.1%
$85073.0031 breakeven $426.9969 $0.0000 +0.0%
$85500.0000 $0.0000 -$426.9969 -100.0%
$87500.0000 $0.0000 -$426.9969 -100.0%

Delta (model)

Gamma (model)

Vega (model)

Theta (model)

Rho (model)