Iron Condor Calculator

Max profit, max loss, breakevens, POP, POT. Live 4-leg auto-fill.

$0 LongPut SP SC LongCall + Max Profit Zone

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PUT SIDE (Bull Put Spread)
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$
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CALL SIDE (Bear Call Spread)
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$
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Max Profit
Max Loss
Lower B/E
Upper B/E
Probability of Profit
at expiration · N(d₂)
Prob of Touching
either short before exp · ≈2× POITM
Return on Risk
credit / max loss
ApexVol apexvol.com/tools/iron-condor-calculator
P&L at Expiration
Delta
Gamma
Theta
Vega
Net Credit

Stress Test — P&L in Six Scenarios

BSM revaluation
Stress results appear here once the calculator runs.

Scenarios apply IV shifts to all four legs and reprice via Black-Scholes. "% of max loss" lets you size against tail risk before entering the trade.

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Last Updated:
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Fact-checked & Up-to-date
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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-12. How we research →

What is Iron Condor Calculator?

Iron Condor Calculator is a specialized tool that calculates profit, loss, breakeven points, probability of profit, and Greeks specifically for iron condor option spreads.

Use an iron condor calculator to optimize strike selection, understand risk/reward, and analyze how your position changes with market movements.

What Can You Calculate?

Maximum Profit

Total credit received from selling both spreads. This is realized when the stock stays between the short strikes at expiration.

Maximum Loss

Wing width minus credit received. Occurs if the stock moves beyond either long strike at expiration.

Breakeven Points

Upper and lower price levels where you break even. The stock must stay within these for profitability.

All Greeks

Delta, Gamma, Theta, and Vega for the combined four-leg position. Understand your exposure at a glance.

P&L Chart

Visual payoff diagram showing profit and loss at every stock price. See your profit zone and risk zones clearly.

Net Credit

Total premium collected minus premium paid. This is the income you receive upfront when opening the trade.

Iron Condor Max Profit, Max Loss & Breakeven Formulas

Iron Condor Max Profit

Max Profit = Net Credit × 100

Realized when the underlying closes between the two short strikes at expiration. Every leg expires worthless and you keep the entire credit collected.

Example: $1.40 net credit on a $5-wide condor = $140 max profit per condor.

Iron Condor Max Loss

Max Loss = (Wing Width − Net Credit) × 100

Realized when the underlying closes beyond either long strike at expiration. One spread realizes its full width loss; the other expires worthless.

Example: $5 wing width − $1.40 credit = $360 max loss per condor.

Iron Condor Breakeven Points

Lower BE = Short Put − Net Credit
Upper BE = Short Call + Net Credit

Two breakeven points define the profitable range at expiration. The trade is profitable anywhere between them.

Example: short 440P, short 460C, $1.40 credit → BEs at 438.60 and 461.40.

Iron Condor Probability of Profit (POP)

POP is the model-implied probability that the trade is profitable at expiration. The calculator computes POP from the short-strike deltas using the Black-Scholes N(d2) formula.

POP ≈ 1 − (short put delta + short call delta)

Standard 15-delta iron condors target a 70% POP at entry. Tighter strikes (20Δ) target ~60%; wider strikes (10Δ) target ~80%.

How to Calculate Iron Condor Profit & Loss

1

Enter Stock Price

Type the current stock price. The calculator uses this as the center point for your iron condor analysis and P&L chart.

2

Set Your 4 Strikes

Enter the short put, long put (protection), short call, and long call (protection) strike prices. Both wings should typically be the same width.

3

Enter Premiums

Fill in the premium for each leg. The calculator determines your net credit, max profit, and max loss automatically.

4

View Results

Instantly see max profit, max loss, both breakevens, the P&L chart, and position-level Greeks. Adjust inputs to test different scenarios.

Iron Condor Formulas

  • + Max Profit: Net credit received x 100 x contracts
  • - Max Loss: (Wing width - net credit) x 100 x contracts
  • = Lower B/E: Short put strike - net credit
  • = Upper B/E: Short call strike + net credit

Understanding Iron Condor Greeks

Delta

Near 0 (neutral). The iron condor profits from the stock staying still, not moving directionally.

Gamma

Negative (small). Delta changes work against you as the stock moves. Increases near expiration.

Theta

Positive (your friend). You earn money each day from time decay. Accelerates in the final 30 days.

Vega

Negative. You lose if IV increases. Enter iron condors when IV rank is high (above 50).

Example: AAPL Iron Condor

Walk through a real example to see exactly how the calculator works with Apple stock.

The Setup

Stock Price: AAPL at $185

Put Side: Sell $176 put, Buy $171 put

Call Side: Sell $194 call, Buy $199 call

DTE: 30 days to expiration

Net Credit: $2.58 per share ($258 total)

Max Profit: $258 (credit received)

Max Loss: $242 ($5 wing - $2.58 credit)

Breakevens: $173.42 / $196.58

What the Calculator Shows

  • + Theta: +$8.60/day (earns from time decay daily)
  • + Delta: ~0.02 (nearly market-neutral)
  • + Vega: -$0.15 (benefits from IV contraction)
  • + P&L Chart: Clear profit zone between $173 and $197
  • + Risk/Reward: 1.07:1 ratio on this setup

Strike Selection Guidelines

Standard (Balanced)

  • • Short strikes 5-10% from stock price
  • • $5 wing width for $100-500 stocks
  • • ~70% probability of profit
  • • Best for: neutral outlook, high IV

Wide (Conservative)

  • • Short strikes 10-15% from stock price
  • • $5-10 wing width
  • • ~80% probability of profit
  • • Best for: volatile stocks, lower confidence

Tight (Aggressive)

  • • Short strikes 2-5% from stock price
  • • $2-5 wing width
  • • ~60% probability of profit
  • • Best for: very high IV, strong range conviction

Frequently Asked Questions

What is an iron condor calculator?

An iron condor calculator is a tool that calculates the profit, loss, breakeven points, and Greeks for iron condor option spreads. It helps traders analyze risk/reward, determine optimal strike selection, and understand how the position will behave under different market scenarios.

How do you calculate iron condor max profit?

Max profit = Total credit received from selling both spreads. For example: Sell the put spread for $1.40 credit + Sell the call spread for $1.40 credit = $2.80 total credit = $280 max profit per iron condor. This occurs when the stock stays between the short strikes at expiration.

How do you calculate iron condor max loss?

Max loss = (Wing width - Credit received) x 100. For example: $5 wide wings with $2.80 credit received. Max loss = ($5.00 - $2.80) x 100 = $220. This occurs if the stock moves beyond either long strike at expiration.

What are the breakeven points for an iron condor?

Lower breakeven = Short put strike - Credit received. Upper breakeven = Short call strike + Credit received. For example: Short $95 put, short $110 call, $2.80 credit. Lower BE = $95 - $2.80 = $92.20. Upper BE = $110 + $2.80 = $112.80. Profit occurs if the stock stays between these points at expiration.

Is this iron condor calculator free?

Yes! Our iron condor calculator is completely free with instant P&L calculations, breakeven analysis, a visual payoff chart, and Greeks. For live data on all 5,500+ tickers with advanced scenario analysis, start a free 7-day trial.

ApexVol vs OptionsProfitCalculator, tastytrade & OptionAlpha

How the Iron Condor Calculator on ApexVol compares to the three most-used free alternatives. Last refreshed 2026-05-12.

Feature ApexVol OptionsProfitCalculator tastytrade OptionAlpha
Live ORATS data ✓ Institutional feed 15-min delayed Brokerage account required Paid tier required
No signup for AAPL ✓ Plus SPY, NVDA, TSLA, +10 more ✗ Account required ✗ Account required
All 5 Greeks (Δ Γ Θ V ρ) Δ only
Live IV rank lookup ✓ On the calculator page Only inside platform Paid tier
Multi-leg auto-fill from chain ✓ One-click ATM / 15Δ short Ticker-only Paid tier
Probability of profit + POT ✓ N(d₂) + 2×POITM POP only POP only
IV crush calculator ✓ With Vega impact Paid tier
3D vol surface viewer ✓ Free for AAPL Inside platform
Stress-test scenarios ✓ Six BSM scenarios per trade Manual Backtest only
Free tier coverage 13 tickers · all calculators All tickers (delayed data) Account-gated Limited content

Notes: OptionsProfitCalculator (OPC) is free with 15-minute-delayed quotes; tastytrade requires a brokerage account; OptionAlpha gates most features behind a paid platform subscription. ApexVol's free tier covers 13 of the most-traded tickers with live ORATS data — see /methodology for full sourcing.

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