Iron Condor

Collar

Outlook: Bullish Hedging and income

Long 100 shares + long put below + short call above. Caps both sides; near-zero net cost possible.

Max profit

(Short call strike - share basis) - net option cost.

Max loss

(Share basis - put strike) + net option cost.

Breakeven

Share basis + net option cost.

Legs

Long stock
Long put ATM −10
Short call ATM +20

Structure

Long 100 shares + long 1 OTM put + short 1 OTM call, same expiration.

When to use

Protecting a concentrated long position over a defined window. Often used by long-term holders during quarterly volatility.

Example

Long 100 SPY @ $450 + long 90 DTE 440 put $8 + short 90 DTE 470 call $7. Net cost $1. Max profit $1,900, max loss $1,100.

Notes

Build it in the simulator

Open this structure in the app, adjust spot, IV, and DTE, and watch the payoff and Greeks move.

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