Options Jive - April 29, 2021 - Choosing a Wing Width

published 2 weeks ago by tastytrade, Inc.

When constructing and iron condor, the choice of wing width depends mostly on preferred profit targets and the tolerance for P/L swings. How does wing width affect the statistics of the trade? Join Tom and Tony as they look at statistics for 16∆ SPY iron condors with different wing widths (held to expiration) using data from 2005-2021.

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