Iron Condor

Diagonal Spread

Outlook: Bullish Calendars and diagonals

Different strike, different expiration. A vertical and a calendar combined.

Max profit

Variable, depends on long leg value at short leg expiration.

Max loss

Net debit paid.

Breakeven

Variable, computed at the short leg expiration.

Legs

Long call ATM −5
Short call ATM +5

Structure

Long 1 deeper-ITM long-dated call + short 1 OTM short-dated call.

When to use

Directional bullish view over weeks-to-months with theta financing. Capital-efficient covered call replacement.

Example

SPY at $450. Long 445 call 90 DTE $12, short 455 call 30 DTE $4. Debit $8. Roll the short leg monthly while the long delta carries the directional bet.

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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