Beta-Weighted Delta Band

Setting key
beta_delta_band_pct
Default
1.0%

What it does

How far the account may lean before the gate above starts steering. Expressed as a percentage of net liquidation value per one-point move in the S&P. Inside the band any qualifying trade is allowed; outside it, only trades that reduce the imbalance pass.

When to change it

Widen it if you want the bot to trade more freely and accept a more one-sided book. Tighten it toward a stricter delta-neutral posture, but be aware that a very tight band on a small account can be exceeded by a single position, which would leave the gate permanently engaged.

Safe range

0.5% (tight, close to delta-neutral) to 2% (permissive). Below roughly 0.3% a single one-lot position can exceed the band on a small account.

Example

$50,000 account with a 1% band. The account may lean up to $500 of profit or loss per one-point S&P move before the gate begins requiring balancing trades.

Financial Information Disclaimer

This site provides general information about ACondor, a software tool for automating options trading strategies. Nothing on this site is investment, tax, or financial advice. Options trading involves substantial risk of loss. Past behavior of any strategy does not guarantee future results. Consult a licensed financial professional before trading options. ACondor may earn a commission from affiliate links at no extra cost to you.