Iron Condor on SPX

Discussion in 'Options' started by Sekiyo, May 30, 2025 at 4:49 PM.

  1. Sekiyo

    Sekiyo

    Iron Condor on 0DTE SPX bracketing the close.

    upload_2025-5-30_23-7-13.png

    Anyone tried something similar ?
    How to improve the odds / payoff ?

    Is it wise to hold until expiration ?
    What are the hidden risks ?

    Thanks.
     
    Last edited: May 30, 2025 at 5:19 PM
  2. demoncore

    demoncore

    Condors are beginning to make sense here, but not on a 0-1DTE basis.
     
    Sekiyo likes this.
  3. contra

    contra

    Are condors usually preferred over just short straddles/stangles with DOTM puts/calls as protection?

    I recall Dest doing a beginners vol thread where he suggested using profits to buy DOTM protection even with flies/condors unless I'm totally mistaken/retarded here.
     
    Sekiyo likes this.
  4. demoncore

    demoncore

    Guts for path dependent and wings for path independent. IOW, realized vol is so high that you may do well in a condor while losing in the guts.
     
    Sekiyo and contra like this.
  5. Sekiyo

    Sekiyo

    I understood that gamma & vega hurt the guts (short volatility) but if I wait until expiration ... path dependence wouldn't matter.

    This mean you guys don't hold until expiration ?

    Ok... there are theoretical and practical risks.
    Gamma, vega, assignment & pin risk can nuke the theory.

    Gamma and vega don’t change your ultimate max loss at expiration—but they create landmines along the way.

    Risk: How It Threatens Your Iron Condor

    Gamma: Near expiration, delta swings wildly. If the underlying gaps through your short strike, you may be forced to close early at a larger loss than if held to expiration.

    Vega: If implied volatility surges, your short legs lose value slower than expected. You might see paper losses 2-3× larger than your "max loss" mid-trade, triggering margin calls.

    Assignment: Early assignment on a short leg leaves you holding shares + a long OTM option. If the long wing is worthless, your loss is uncapped until you exit.

    Pin Risk: If the stock closes between strikes at expiration, short legs may be assigned while long wings expire worthless → unhedged shares over weekend (infinite risk).
     
    Last edited: May 30, 2025 at 6:56 PM
  6. KISS..keep it simple stupid. I personally think it's far more easier and profitable to understand and time basic direction....instead of digesting all those complicated, advanced option Greeks, factors and strategies. You will just be yoyoing around breaking even, if not at a constant loss
    Sekiyo yo yo yoooo yo,,:confused:
     
  7. Sekiyo

    Sekiyo

    My ass.

    [​IMG]
     
  8. The angriest people are the most disgruntled people. Hang in there, your trading and life will get better,,:) ...Or Not. Choose to keep an open, neutral, objective, mind....your mind is like your browser cache history cookies...delete it often for a refreshing,
     
  9. spy

    spy

     
    Sekiyo likes this.
  10. Sekiyo

    Sekiyo

    [​IMG]
    [​IMG]
    [​IMG]
     
    spy likes this.