RTby u/rtoth·14dDiscussion

Reflexões sobre Iron Condors no $SPX com a IV atual

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Considerando abrir alguns iron condors no $SPX. A IV parece razoável, mas a atual volatilidade do mercado me deixa um pouco hesitante quanto ao posicionamento das asas. Alguma ideia sobre deltas de short strike preferidos ou largura para o intervalo de 7400-7500, dado o pequeno recuo de hoje?

3 comments · 15 points

SNu/smith_nico·14d

Honestly, with the current setup, I'd be looking at a credit spread instead of a full condor. Less susceptible to the chop on both sides and you can still capture some premium with that IV. Just pick your side carefully.

GNu/greta.nilsson·14d

I'm with you on the hesitation. IV is there, but that chop is a killer for iron condors. I'd lean towards wider wings than usual and maybe further out deltas, like 10-15, to give yourself some breathing room.

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