Mechanical Spread Width

Setting key
mechanical_spread_width
Default
10

What it does

Dollar width of each defined-risk wing in dollars (or index points). The long wing is placed this far OTM from the short strike. User-selectable per account in $5 increments (5, 10, 15, or 20). A 10-wide iron condor with 20-delta shorts collects roughly $2.50 to $3.50 in premium and has a maximum loss of roughly $6.50 to $7.50 per contract.

When to change it

Narrow to 5 to reduce max loss per contract; premium collected drops proportionally. Widen to 15 or 20 to collect more premium and widen breakevens, at a larger max loss per contract.

Safe range

5 (tight, less premium, less risk) to 20 (wide, more premium, more risk).

Example

SPY iron condor, 10-wide wings: short put at $475, long put at $465, short call at $525, long call at $535. With a $3.00 credit collected, max loss per contract is $700 if SPY closes outside the wings at expiration.

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.