Lesson 12 of 17Advanced8 min

What is a Bitcoin iron condor?

An iron condor is a short strangle with wings. You sell an out-of-the-money put and call on Bitcoin, and buy a further put and call to cap the loss on both sides. It profits while BTC stays between the sold strikes. The most you can lose is the gap to a wing, minus the premium.

Real Delta Exchange quotes · 24 Sep, 9:09 am ISTFree, no account needed

Income in a range

A short strangle sells a put below and a call above. Between them you keep both premiums. Beyond either strike the loss grows without limit.

Buy a further put and a further call: the wings. Now both sides have a floor. This is an iron condor.

The position · expires Fri 2 OctSell 82,500 put1,052 per BTCSell 85,500 call1,065 per BTC10 lots = 0.01 BTC · real Delta Exchange quotes
If Bitcoin is at89,833
+7.0% from today
at expiryFriday
you lose22.16
StranglePrice

Price at 89,833 → the trade sits at −22.2

Iron condorPrice

Iron condor → loss capped at −4.13 (−4.13 here)

At 89,833: −22.16 strangle · −4.13 iron condor. Iron condor is 18.0 better at this price.

Max profit 21.2Max loss unlimitedBreakeven 80,383 and 87,617Chance of profit 60%Credit received 21.2
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Key terms

Short strangle
A sold out-of-the-money put plus a sold out-of-the-money call.
Wings
The bought outer options that cap the loss.
Iron condor
A short strangle plus wings on both sides.
Range
The zone between the two sold strikes.

Questions people ask

When does a Bitcoin iron condor make money?

When Bitcoin stays between the two sold strikes until expiry, or until you close it. Time decay earns for you every quiet hour.

What is the risk of an iron condor?

A move through either sold strike. The loss grows until the wing, then stops. The maximum loss is the wing gap minus the premium collected.

Iron condor or iron butterfly?

A condor sells strikes away from the price and wins more often with a smaller profit. A butterfly sells at the money for more premium, but needs Bitcoin to stay near one price.

Why crypto traders use condors

Most Bitcoin days end inside a range, even in a market famous for big moves. A condor turns that into income with a known worst case, which is why it is one of the most common strategies for crypto option sellers.

Condors on daily Bitcoin expiries

Bitcoin has an expiry every day at 5:30 pm India time, so a condor can be opened in the morning and settled the same evening. Daily condors collect less but face one day of risk; weekly condors collect more and face a whole week, weekend included.

Choosing the strikes

Algoclear's Market now shows the expected move and the open-interest walls for Bitcoin. Many traders place the sold strikes near those walls or just outside the expected move, with the wings one or two strikes further.

Written by the Algoclear team · Updated 22 September 2026 · Examples use Bitcoin options on Delta Exchange India.

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Options trading carries risk, and you can lose money. Algoclear is a trading tool, not investment advice.