Market Measures

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Market Measures

Last week the guys looked at the Iron Condor and the Put Condor, this week they analyze the performance of both.

The Study
  • SPY, 2005-Present
  • 45 DTE
  • Dynamic Iron Condor: short 20 delta call/put, long: 10 delta call/put
  • Equivalent Put Condor
  • Managed at 50% or held until expiration

We found that although the max profit of the Iron Condor is usually larger than that of the Put Condor, the difference in max profit is not significant. Along with that, we found that the Iron Condor and Put Condor have basically the same historical performance. Despite this, we will likely stay the course, defaulting to Iron Condors.

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