have you been trading iron condor on both of the indices???? (i mean index option, not ETF option). For SPX iron condor, i find it quite difficult to get out, when the spread become deep out-of-money, say, with a delta of less than 4 for the short option. Some deep OTM options are actually quite illiquid, some options with no turnover at all. I haven't traded NDX iron condor before. I wonder if it's easy to close out deep OTM spread without giving up too much slippage.