A delta-neutral strategy using four options with different strike prices.

Iron Condor

123.11 +0.00%
+0.00 Live (NSE)
Debug Positions (0)
Net Debit:
$1,600
Max Loss:
$1,600
Est. Margin:
$0
Max Profit:
Infinite
Chance of Profit:
--%
Breakevens:
Outside of $107.56 - $139.56
STRADDLE PRICING INSIGHTS (UPS)
Time Decay (Strategy)
--
Hourly: --
Minutely: --
Realization Factor
0.85
Normal Market Adjustment
Expected Move
--
Based on IV & DTE
Straddle Premium
--
Total Call + Put Cost
Underpricing Score
--
Calculating...
STRATEGY LEGS:
Leg Details Delta Theta Vega Gamma IV Expiry Value Lots Qty Action
STRIKE SLIDERS:
Price P&L (Expiry) P&L (Today) P&L % (Expiry) Delta Theta Vega
Profit
Loss
Intensity shows P/L magnitude
Table
Graph
Profit / Loss $
Profit / Loss %
Contract Value
% of Max Risk
More
RANGE: ±3%
IMPLIED VOLATILITY: 68%
DAYS TO EXPIRY: 0d
EXPIRATION: 19d
Jan '26
16
Feb
20
Apr
17
Jul
17
Jan '27
15
Jan '28
21
NIFTY OPTION CHAIN
--
--
Fetching live data...
CALLS STRIKE PUTS
Add Δ θ ν IV LTP LTP IV ν θ Δ Add