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Strategies & Market Trends : Index Iron Condors

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From: Patrick Slevin3/29/2013 12:05:35 PM
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The current Condor position

Short SPX 1630~1640 Call Spread & 1410~1400 Put Spread; Credit 1.65

Short NDX 2950~2975 Call Spread & 2525~2500 Put Spread; Credit 3.76

When placed, the Delta was 0.10 on each of the Short Strikes.

The SPX was put on March 19th,

The NDX was winged into, putting on the Call side March 20th and the Put side March 21st.
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