Скачать или смотреть SPY Iron Condor Wing Width Formula

Don't guess your wing width on your iron condor, use math! Note, this only applies to the wing width of iron condor options on the S&P 500. Here, wing width is measuring from the middle of the iron condor out to the first option you encounter.

(Wing Width) = {[(VIX Value) ÷ SQRT(12)]/30} × (Days til Expiration)


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