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Strategy · Butterflies & Condors

LONG CALL CONDOR

NeutralDefined riskAdvanced

Overview

Buy the lowest-strike call, sell the second, sell the third, and buy the highest-strike call — all same expiration. Profits when the stock finishes between the two middle strikes. Offers a wider profit zone than a butterfly at the cost of a slightly larger debit.

What it does

A long call condor is like a wider butterfly — you buy the two outer calls for protection and sell the two inner calls to generate income. The inner strikes are different (unlike a butterfly where both are the same), creating a flat 'plateau' of maximum profit between the two short strikes. The profit zone is wider but maximum gain per dollar invested is lower.

Structure

buy 1 call + sell 1 call + sell 1 call + buy 1 call

Setup

  1. 1.Buy 1 Call at the lowest strike.
  2. 2.Sell 1 Call at the second strike.
  3. 3.Sell 1 Call at the third strike.
  4. 4.Buy 1 Call at the highest strike. Equal spacing; same expiration.

Max profit

(Width Between Adjacent Strikes − Net Debit) × 100. E.g., ($10 − $0.50) × 100 = $950.

Max loss

Net Debit Paid. E.g., $0.50 × 100 = $50.

Breakeven

Lowest Strike + Net Debit (lower) and Highest Strike − Net Debit (upper). E.g., $180.50 and $199.50.

When to use

When you want a wider profit range than a butterfly for a stock you expect to stay range-bound.

When to avoid

In trending markets or ahead of major catalysts.

Example trade

Stock: SPY at $430
Buy 1 $420 Call / Sell 1 $430 Call / Sell 1 $440 Call / Buy 1 $450 Call
Net Debit: ~$0.50 ($50)
Expiration: 30 days

Max Profit: ($10 - $0.50) × 100 = $950 (if SPY stays between $430-$440)
Max Loss: $50 (if SPY is below $420 or above $450)
Breakeven: ~$420.50 and ~$449.50

Common mistakes

  • ×Paying too much debit for a condor — the low probability of hitting both inner strikes simultaneously must justify the cost.
  • ×Entering long condors on expensive stocks where the wing cost absorbs most of the inner spread value.
  • ×Not understanding that maximum profit occurs only between the two short strikes (the 'body').
  • ×Confusing long condor (debit, wants range) with short condor/iron condor (credit, also wants range).
  • ×Ignoring the commission cost on 4 legs for a very small debit trade.

FAQ

How is a long call condor different from a long butterfly?

A butterfly has both short calls at the same strike. A condor spreads those short strikes apart, creating a wider profit zone at the cost of higher debit and more contracts.

When is the best time to enter a long call condor?

When you have a precise range forecast and IV is high enough that the inner spread is worth more than the outer protection cost.