Two spreads with a common strike

Discussion in 'Options' started by Denice, Jul 21, 2017.

  1. Denice

    Denice

    Hello,
    I have been options trading on my own for several months. I have both a live and a simulated account with scottrade pro / interactive brokers. My live transactions tend to be iron condor in nature, and always in the safest territory possible (which decreases my earnings). I use the simulated account to test, track, and possibly become comfortable with slightly riskier transactions, and to tinker with "what if". I have a live iron condor due to expire in the next few day, with quite a wide spread. There is definitely room for a narrower version of the same. I placed the original and a narrower option in my simulated account to track and test profitability and risk. The two spreads use 1 common strike. I've never thought of an iron condor as separate legs. I've always looked at it as a package. It threw me off a little when the two spreads cancelled out one leg.
    original iron condor: Call -2480, +2485 Put -2420, -2415
    narrower spread: Call -2475, +2480 Put -2445, +2440
    I've bought and sold the 2480 strike, leaving my position at 0. I realize that if I needed an out, reversing the order would close it. That was not my intention in this case - but a great learning experience. Only the original iron condor is live. Where exactly would I stand, had I placed both transactions live? Is the (sold) 2475 strike no longer covered?
    Thanks!
    Denice
     
    Last edited: Jul 21, 2017
  2. Robert Morse

    Robert Morse Sponsor

    What is your question?
     
  3. Denice

    Denice

    Sorry - I've gone back to edit and complete the question. It looks like I somehow deleted 1/2 of it before posting. Thanks!
     
  4. Robert Morse

    Robert Morse Sponsor

    I think I understand your question. After you open the position, you are the only one that cares that the spreads were put on that way. After, they are independent positions that have margin offsets. You sold to open, then bought to close the 2480s.
     
  5. Denice

    Denice

    Thank you !
    If I understand correctly, it the 2480 strike no longer exists unless I do something about it. The (sold) 2475 strike is not covered. I've intentionally performed reverse / closing transactions to curtail a loss, but this scenario stumped me -- I guess because it was unintentional. I get it!Thanks again,
    Denice
     
  6. Robert Morse

    Robert Morse Sponsor

    Simple example.
    I buy the 45/47 call spread.
    Then I buy the 47/49 call spread
    I closed the 47 calls and now have a 45/49 calls spread. Your margin and risk will be based on what is left.
     
    Last edited: Jul 21, 2017
    tommcginnis likes this.
  7. Denice

    Denice

    Got it!
    Thanks for breaking it down for me.
     
  8. Also 1 thing to consider with condors, flies and any short gamma trades - make sure you are putting them on during the right volatility environment. Vols are very cheap right now.