Condor Spread Advanced

Options / Range Trading Advanced Singapore FTSE 100 Index Options UK Stock Options US-Listed UK ADR Options

Neutral - expecting price to stay within a defined range

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Quick Reference

Strategy Type Condor Spread / Wide Profit Zone Neutral Strategy
Market Outlook Neutral - expecting price to stay within a defined range
Risk Profile Defined Risk (Limited to net debit/credit)
Reward Profile Limited profit within range, wider profit zone than butterfly
Time Horizon Medium-term (typically 30-60 days to expiration)
Iv Environment Best when IV elevated for iron condor (credit); moderate IV for long condor (debit)
Breakeven Inner strikes ± net debit/credit

Payoff Profile

Flat profit zone between inner strikes, declining to max loss at outer strikes

Singapore Market Details

Primary Instruments FTSE 100 Index options, UK large cap stock options, US-listed UK ADR options
Mas Compliance MAS regulated brokers required; options trading approval needed
Trading Hours FTSE options: London hours 4 PM - 12:30 AM SGT; US ADRs: US hours
Contract Size FTSE 100 options: £10 per point; Stock options: 100 shares typically
Settlement FTSE options: Cash settled; Stock options: Physical delivery
Tax Treatment No capital gains tax for individuals in Singapore
Margin Requirements Defined risk spread; capital efficient
Cdp Account Not required for foreign options; custody with broker
Singapore Relevance Condors provide consistent income from range-bound UK markets with defined risk suitable for conservative approach

Frequently Asked Questions

What is a condor spread?

Four-strike strategy with flat profit zone. Iron condor: Sell put spread + Sell call spread = Credit. Long condor: All calls or puts = Debit. Wider profit zone than butterfly but lower max profit.

What is an iron condor?

Bull put spread (below market) + Bear call spread (above market). Receives credit. Max profit = Credit received. Max loss = Wing width - Credit. Profits if price stays between short strikes.

What's the maximum loss?

Wing width minus credit received. For 50-point wings with £18 credit: Max loss = £50 - £18 = £32. Occurs if price beyond either long strike at expiration.

What profit target should I use?

50% of credit is standard. Close when position can be bought back for half the credit. Example: £18 credit, close at £9 value. Captures bulk of profit, reduces risk, frees capital.

When do condors work best?

Range-bound markets, high IV (for iron condors), no expected breakouts, consolidation periods. IV Rank > 30% ensures adequate credit. 30-60 DTE provides good theta.

What is a long condor?

Debit-based condor using four calls or four puts. Pays debit, max profit = Inner width - Debit. Use when IV low (premium cheap). Positive vega (benefits from IV rise). Opposite dynamics to iron condor.

When should I adjust?

When short strike breached or delta > 0.25-0.30 on one side. Only if >14 DTE and roll favorable. Roll for credit preferred. <14 DTE usually better to close than adjust.

How do I select strike width?

Inner width: Wider = Higher probability, lower credit. Wing width: Wider = Lower max loss %, lower credit %. Balance based on conviction. Target credit > 30% of wing width.

How does IV affect condors?

High IV (>30% rank): Good for iron condors, more credit. Low IV (<20%): Skip iron condors or use long condors. Extreme IV (>80%): Caution, widen strikes, reduce size.

What's the 50% rule?

Close iron condor when you can buy it back for 50% of the credit received. Example: Sold for £18, buy back at £9. Captures bulk of profit while reducing gamma risk and freeing capital.

How does vol surface affect condor optimization?

Put skew = Put spread generates more credit, can be wider. Call skew lean = Call spread may need narrower width. Optimal condor often asymmetric. Use surface analysis for best strike selection.

What is portfolio heat?

Aggregate risk across all condors: Total delta (should be ~0), aggregate gamma, total capital at risk, correlation between positions. Manage at portfolio level, set limits, monitor daily.

How to diversify condor portfolio?

Multiple uncorrelated underlyings (FTSE, individual stocks, sectors). Stagger expirations (laddering). Risk parity allocation. Track aggregate Greeks. Note: Correlations increase in crisis.

What profit factor should I target?

Greater than 1.5. With 75% win rate and 1:2 win/loss ratio = 1.5 profit factor. Track over 50+ trades. Lower indicates strategy issues. Higher is better. Profit factor > win rate for assessment.

How to handle extreme IV?

Extreme IV (>80%): Widen to 10-12 delta shorts, much wider wings, reduce size 50%. High IV for reason (expected move). Better premium but higher move probability. May be better to skip.

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