ADVANCED STRATEGY

Iron Condor Strategy: Complete Guide for Indian Markets

Master the Iron Condor - a powerful neutral strategy for consistent income. Learn setup, strike selection, adjustments, Greeks analysis, and AI-powered optimization for Nifty & Bank Nifty.

📅 October 14, 2025⏱️ 14 min read🛡️ Defined Risk📊 Neutral Strategy

🎯 Iron Condor at a Glance

Best For

Sideways/Range-Bound Markets

Win Rate

70-80% (High)

Risk Level

Defined & Limited

🦅 What is Iron Condor Strategy?

Iron Condor is a neutral options strategy where you profit when the market stays within a range. It combines a Bull Put Spread and Bear Call Spread for defined risk and reward.

Simple Explanation

Imagine you create a "safety zone" for the market. As long as the market stays inside this zone, you keep the premium. If it breaks out, your loss is limited.

Iron Condor = Sell OTM Call + Buy further OTM Call + Sell OTM Put + Buy further OTM Put

✅ Why Trade Iron Condor?

  • ✅ High win rate (70-80%)
  • ✅ Defined maximum loss
  • ✅ Works in sideways markets
  • ✅ Collect premium consistently
  • ✅ Lower capital than naked selling

❌ When NOT to Use

  • ❌ High volatility (VIX > 25)
  • ❌ Major news events ahead
  • ❌ Strong trending market
  • ❌ Expiry week (risky)

🔧 How to Setup Iron Condor (Step-by-Step)

1

Identify Range-Bound Market

Look for sideways movement for at least 3-5 days. Low volatility (VIX < 20) is ideal.

2

Select Strikes (Critical!)

Example: Nifty @ 22,000

✅ Sell 22,200 CE (OTM Call)

✅ Buy 22,300 CE (Protection)

✅ Sell 21,800 PE (OTM Put)

✅ Buy 21,700 PE (Protection)

Rule: Keep 400-600 point range for Nifty, 800-1200 for Bank Nifty

3

Calculate Premium & Risk

Sell 22,200 CE @ ₹60
Buy 22,300 CE @ ₹35
Credit from Call side = ₹25

Sell 21,800 PE @ ₹55
Buy 21,700 PE @ ₹30
Credit from Put side = ₹25

Total Premium Collected = ₹25 + ₹25 = ₹50 per qty
For 1 lot (50 qty) = ₹2,500 credit

4

Know Your Risk

Max Loss = (Width of spread - Premium received) × Lot size
= (100 - 50) × 50 = ₹2,500

Max Profit = Premium received × Lot size
= 50 × 50 = ₹2,500

Risk-Reward = 1:1 (balanced)

🎯 Strike Selection Strategies

Conservative (Safest)

Delta: 0.15-0.20

Sell strikes far OTM

Win Rate: 85%

Premium: Low (₹30-40)

Moderate (Balanced)

Delta: 0.25-0.30

Standard OTM strikes

Win Rate: 70-75%

Premium: Medium (₹50-70)

Aggressive (Risky)

Delta: 0.35-0.40

Near ATM strikes

Win Rate: 60-65%

Premium: High (₹80-100)

💡 Pro Tips for Strike Selection

  • ✅ Keep total range width 300-500 points (Nifty), 600-1000 points (Bank Nifty)
  • ✅ Aim for 1-2% profit on capital per trade
  • ✅ Use support/resistance levels as strike guides
  • ✅ Check probability of profit (aim for 70%+)

🎯 Practice Iron Condor Risk-Free

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🔄 Iron Condor Adjustments

Market moved against you? Don't panic! Here are proven adjustment strategies:

1. Roll the Untested Side

If market moves up, roll the Put side closer to collect more premium.

Original: Sell 21,800 PE, Buy 21,700 PE
After upside move: Close the Put side, sell new Put spread at 21,950-21,850
Result: Collect ₹20-30 more premium, reduce overall loss

2. Roll the Tested Side Out

Move the breached spread to next expiry with wider strikes.

Best for: Temporary breakouts, when you believe market will revert

3. Convert to Iron Fly (Advanced)

Close the untested side, add more premium by selling ATM options.

⚠️ Higher risk but can recover losses faster

4. Take the Loss

Sometimes the best adjustment is to exit and preserve capital.

Exit when: Loss reaches 2x of premium collected OR trend is very strong

📊 Understanding Greeks for Iron Condor

Delta: Near Zero (Neutral)

Ideal: -0.05 to +0.05

You want the position to be market-direction neutral. Small delta means small directional risk.

Theta: Positive (Your Friend)

+₹200-500 per day (per lot)

Time decay works for you! Every day, your options lose value = you profit.

Vega: Negative (Watch IV)

Sell when IV is high

High volatility = higher premiums. Enter when VIX spikes, exit when it drops.

Gamma: Negative (Beware)

Risk accelerates near strikes

If market approaches your short strikes, gamma risk increases. Consider early exit.

💡 Ideal Iron Condor Greeks: Delta near 0, Theta positive (earning daily), Vega negative (sold high IV), Gamma manageable (not near strikes)

📅 Nifty Weekly vs Monthly Iron Condor

AspectWeekly (Nifty Wed)Monthly (Last Thu)
Premium₹30-60 (Lower)₹80-150 (Higher)
Theta DecayVery FastSlower
Time in Trade2-4 days7-15 days
RiskLower (less time)Higher (more time)
AdjustmentsDifficult (fast moving)Easier (more time)
Best ForActive tradersPart-time traders

✅ Recommendation: For Bank Nifty, use monthly options only (weekly discontinued). For Nifty, start with monthly Iron Condors to learn adjustments, then try weekly for faster profits.

🛡️ Iron Condor Risk Management Rules

❌ Exit Immediately If:

  • ❌ Loss reaches 2x of premium collected
  • ❌ Market closes beyond your short strike
  • ❌ VIX spikes above 25 suddenly
  • ❌ Strong trend forms (3+ days in one direction)

✅ Best Practices:

  • ✅ Risk only 5% of capital per Iron Condor
  • ✅ Enter when VIX is elevated (> 15)
  • ✅ Exit at 50% of max profit (don't be greedy)
  • ✅ Avoid earnings weeks
  • ✅ Set alerts at short strike levels

💰 Position Sizing

Capital: ₹2,00,000
Max risk per trade: 5% = ₹10,000
Iron Condor max loss: ₹2,500 per lot
Maximum lots: ₹10,000 / ₹2,500 = 4 lots

🤖 How Our Mind AI Helps You Master Iron Condor

📊

Trade Analysis

Reviews your Iron Condor setups and identifies mistakes

🧠

Pattern Learning

Shows which market conditions work best for your style

📈

Performance Insights

Tracks your Greeks management and adjustment skills

❓ Frequently Asked Questions

What is the success rate of Iron Condor?

70-80% win rate if executed properly with correct strike selection and adjustments. Higher than most directional strategies.

How much capital do I need for Iron Condor?

Minimum ₹1,00,000 for safe trading. With ₹50,000 you can do 1-2 lots but risk is higher. Needs margin for potential adjustments.

Iron Condor vs Iron Butterfly - which is better?

Iron Condor has lower profit but higher probability of success. Iron Butterfly gives more premium but riskier. Start with Condor.

When should I exit Iron Condor?

Exit at 50% of max profit OR 2 days before expiry OR if loss reaches 2x of premium collected. Don't wait for max profit!

Can I trade Iron Condor on expiry day?

Not recommended! Monthly expiry day has extreme volatility and gamma risk. Enter 7-10 days before expiry, exit 2-3 days before.

🚀 Master Iron Condor with AI Feedback

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