Question on position sizing for multi-leg option strategies

Hey everyone, fairly new here but been trying to wrap my head around a few things. When you're running multi-leg options, say a straddle or an iron condor, how do you all typically approach position sizing? I've been just sort of lumping it in with my equity sizing logic, but it feels... off. Like, the capital required for the spread is one thing, but the potential max loss is another. Are you sizing based on the max potential loss, or something else entirely? Seems like a different beast than just buying shares.