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Specyficzny skład strategii to: zakup wirtualnej opcji kupna i zakup innej wirtualnej opcji sprzedaży w tym samym czasie. A long iron condor comprises two credit spreads, a bull put spread and a bear call spread.

A long iron condor comprises two credit spreads, a bull put spread and a bear call spread.

A long iron condor comprises two credit spreads, a bull put spread and a bear call spread. The difference between the put contract strikes will generally be the same as the distance between the call contract strikes.

The difference between the put contract strikes will generally be the same as the distance between the call contract strikes. A long iron condor is a net credit transaction because the premium earned on the sales of the written contracts is greater than the premium paid on the purchased contracts. This net credit represents the maximum profit potential for an iron condor.

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The potential loss of a long iron condor is the difference between the strikes on either the call spread or the put spread whichever is greater if it is not balanced multiplied by the contract size typically or shares of the underlying instrumentless the net credit received. A trader who buys an iron condor speculates that the spot price of the underlying instrument will be between the short strikes when the options expire where the position is the most profitable.

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Thus, the iron condor is an options strategy considered when the trader has a neutral outlook for the market. The long iron condor is an effective strategy for capturing any perceived excessive volatility risk premium[3] which is the difference between the realized volatility of the underlying instrument and the volatility implied by options prices. Buying iron condors are popular with traders who seek regular income from their trading capital.

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An iron condor buyer will attempt to construct the trade so that the short strikes are close enough that the position will earn Operatorzy opcji binarnych. desirable net credit, but wide enough apart so that it is likely that the spot price of the underlying will remain between the short strikes for the duration of the options contract.

The trader would typically play iron condors every month if possible thus generating monthly income with the strategy.

1. Klasyfikacja strategii opcji

Related strategies[ edit ] An option trader who considers a long iron condor is one who expects the price of the underlying instrument to change very little for a significant duration of time. This trader might also consider one or more of the following strategies.

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A short strangle is effectively a long iron condor, but without the wings. It is constructed by writing an out-of-the-money put and an out-of-the money call.

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A short strangle with the same short strikes as an iron condor is generally more profitable, but unlike a long iron condor, the short strangle offers no protection to limit losses should the underlying instrument's spot price change dramatically. A long iron butterfly is very similar to a long iron condor, except that the inner, short strikes are at the same strike.

The iron butterfly requires the underlying instrument's spot price to remain virtually unchanged over the life of the contract in order to retain the full net credit, but the trade is potentially more profitable larger net credit than an Iron Condor.

A short straddle is effectively a long iron butterfly without the wings and is constructed simply by writing an at-the-money call and an at-the-money put.

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Similar to a short strangle, the short straddle offers no protection to limit losses and similar to a long iron butterfly, the straddle requires the underlying instrument's spot price to remain virtually unchanged over the life of the contract in order to retain the full net credit.

A bull put spread is simply the lower side of a long iron condor and has virtually identical initial and maintenance margin requirements. It allows the trader to realize maximum profit when the underling is above the short strike on expiration. This strategy is alternatively called a put credit spread.

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A bear call spread is simply the upper side of a long iron condor and has virtually identical initial and maintenance margin requirements. It allows the trader to realize maximum profit when the underlying is below the short strike on expiration.

This strategy is alternatively called a call credit spread. To sell or "go short" an iron condor, the trader will buy long options contracts for the inner strikes using an out-of-the-money put and out-of-the-money call options. The trader will then also sell or write short the options contracts for the outer strikes.

Because the premium earned on the sales of the written contracts is less than the premium paid for the purchased contracts, a short iron condor is typically a net debit transaction. This debit represents the maximum potential loss for the short iron condor.

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The potential profit for a short iron condor is the difference between the strikes on Strategia rozprzestrzeniania motyli the call spread or the Strategia rozprzestrzeniania motyli spread whichever is greater if it is not balanced multiplied by the size of each contract typically or shares of the underlying instrument less the net debit paid. A trader who sells Strategia rozprzestrzeniania motyli short iron condor speculates that the spot price of the underlying instrument will not be between Strategia rozprzestrzeniania motyli short strikes when the options expire.

If the spot price of the underlying is less than the outer put strike, or greater than the outer call strike at expiration, then the short iron condor trader will realise the maximum profit potential. Related strategies[ edit ] An Strategia rozprzestrzeniania motyli trader who considers a short iron condor strategy is one who expects the price of the underlying to change greatly, but isn't certain of the direction of the change. A strangle is effectively a short iron condor, but without the wings.

It is constructed by purchasing an out-of-the-money put and an out-of-the money call.

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The strangle is a more expensive trade higher net debit to be paid due to the absence of the outer strikes that typically reduce the net debitbut the Strangle does not restrict profit potential in the case of a dramatic change in the spot price of the underlying instrument.

A short iron butterfly is very similar to a short iron condor, except that the inner, long strikes are at the same strike.

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The resulting position requires the underlying's spot price to change less before there is a profit, but the trade is typically more expensive larger net debit than a short iron condor. Likewise, a short iron butterfly almost never allows the trader to realize that maximum profit potential, as this would require the stock to expire exactly at the strike price on expiration.

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This contrasts with the iron condor, which offers a wider space in between the short strikes. The iron butterfly is alternatively called an ironfly. A straddle is effectively a short iron butterfly without the wings and is constructed simply by purchasing an at-the-money call and an at-the-money put.

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Similar to the strangle, the straddle offers a greater profit potential at the expense of a greater net debit. A bear put spread is simply the lower side of a short iron condor and has virtually identical initial and maintenance margin requirements. This spread is alternatively called a put debit spread. A bull call spread is simply the upper side of a short iron condor and has virtually identical initial and maintenance margin requirements.

Strategia opcji odnosi się do kombinacji opcji kupna i opcji put dla zabezpieczenia i spekulacji. Klasyfikacja strategii opcji Omdlenie ;1 nic ; strategia gołych pozycji Naga strategia pozycji odnosi się do kupna lub sprzedaży umowy pojedynczej opcji, która jest najczęściej używaną strategią zwykłych inwestorów, która jest często wykorzystywana do zwiększenia dźwigni finansowej i zmniejszenia kosztów transakcji.

This spread is alternatively called a call debit spread. The Bible of Options Strategies.

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