2.46

Long Call Condor

OPTIONS FACTORY Options Neutral

Description

Long Call Condor

Strategy Logic

Strategy 2.46: Buy K1 + Sell K2 + Sell K3 + Buy K4 calls (K1<K2<K3<K4).

Parameters

Parameter Default Value Type
K1 float str
K2 float str
K3 float str
K4 float str
T float str
p1 float str
p2 float str
p3 float str
p4 float str