MSTR · Iron condor · Shorts 1 % away, wings 1 %
Same-day options (0DTE). Entry at 09:35 New York; quoted exit 15 minutes before the stock session closes on expiry day. One contract per reported trade.
Closed trades41
Profitable trades31.7%
Total P&L-2599.20
Return on expiry risk-64.2%
QQQ
SPY
NVDA
TSLA
IWM
AAPL
MU
GLD
MARA
MSTR
SOXL
SVIX
VIX · Data unavailable
SPXW · Data unavailable
Iron condor
This is an iron condor, not the ATM stable scenario: the sold call is at least 1% above the entry reference price, and the sold put at least 1% below it. Protective options are bought farther out, targeting another 1% of the underlying price from each sold strike.
Stable: ATM call + put · At the money, wing 0.5 %Stable: ATM call + put · At the money, wing 1 %Stable: ATM call + put · At the money, wing 2 %
In the option columns, Call and Put identify the contract type. The strike is shown first; the prices below are entry → exit, per share. The single P&L is for the complete four-option set after commissions.
Historical bid/ask model
Contracts and strikes are selected from the chain available that day. At 09:35 New York, short legs sell at bid and long legs buy at ask using the latest quote within the current regular session. A quote remains current until updated. Positions close at the opposite bid/ask 15 minutes before the stock session ends on expiry day, including shortened sessions.
The model reserves $0.65 per leg for entry and again for exit. This conservative fee estimate includes long options valued at zero with exercise waived; their price is marked with an asterisk.
Published data period: 2026-01-01 to 2026-10-16.
Displayed prices are historical quotes, not confirmed simultaneous fills. Commissions apply on entry and exit. Early assignment, stock delivery, intraday stops, and financing are not simulated. Risk at expiry is theoretical; quoted closing costs can exceed the spread width.
Data coverage: 41 entries; 41 closed; 0 still open; 0 missing an exit quote.
Skipped entry opportunities: 1 for market data or contract checks; 157 without an expiry in the selected window. Counts use the selected ticker, strategy and shape.
For 6 closed trades, exit quote size cannot support the budget-sized position. The scaled total is incomplete; these trades remain in the one-contract results.
Trade by trade
02 Jan 2026 — 16 Oct 2026 · prices per share, results per contract (×100)
| Timing, ET | Result, $ one option set |
Underlying, $ | Sold options | Bought options | Credit / debit per share; fees in $ |
Risk / contracts risk per set; qty at $1000 |
|---|---|---|---|---|---|---|
|
Ent.02 Jan 09:35
Out.02 Jan 15:45
Exp.02 Jan · 0 d
|
Trade P&L-204.20
Cum.-204.20
|
Ent.150.7484 Out.157.29 |
Sold optionsBought options
Call 152.50.95 → 4.9 Call 1550.44 → 1.98
Put 1490.94 → 0.03 Put 1470.49 → 0 *
|
Cr.0.96
Dr.2.95
Fees, $5.20
|
Risk, $159.20 Contracts3 |
|
|
Ent.09 Jan 09:35
Out.09 Jan 15:45
Exp.09 Jan · 0 d
|
Trade P&L-163.20
Cum.-367.40
|
Ent.162.83 Out.156.86 |
Sold optionsBought options
Call 1651.27 → 0.02 Call 167.50.71 → 0 *
Put 1600.94 → 3.25 Put 157.50.46 → 0.65
|
Cr.1.04
Dr.2.62
Fees, $5.20
|
Risk, $151.20 Contracts1 |
|
|
Ent.16 Jan 09:35
Out.16 Jan 15:45
Exp.16 Jan · 0 d
|
Trade P&L-19.20
Cum.-386.60
|
Ent.170.505 Out.173.31 |
Sold optionsBought options
Call 172.51.4 → 1.08 Call 1741.16 → 0.26
Put 1681.22 → 0.01 Put 1660.78 → 0.01
|
Cr.0.68
Dr.0.82
Fees, $5.20
|
Risk, $137.20 Contracts1 |
|
|
Ent.23 Jan 09:35
Out.23 Jan 15:45
Exp.23 Jan · 0 d
|
Trade P&L-34.20
Cum.-420.80
|
Ent.160.5 Out.163.435 |
Sold optionsBought options
Call 162.51.04 → 1.12 Call 1650.55 → 0.04
Put 157.50.66 → 0.01 Put 1550.35 → 0 *
|
Cr.0.8
Dr.1.09
Fees, $5.20
|
Risk, $175.20 Contracts1 |
|
|
Ent.30 Jan 09:35
Out.30 Jan 15:45
Exp.30 Jan · 0 d
|
Trade P&L-176.20
Cum.-597.00
|
Ent.142.22 Out.148.52 |
Sold optionsBought options
Call 1441.33 → 5.3 Call 1451.22 → 3.35
Put 1401.03 → 0.01 Put 1390.89 → 0 *
|
Cr.0.25
Dr.1.96
Fees, $5.20
|
Risk, $80.20 Contracts1 |
|
|
Ent.06 Feb 09:35
Out.06 Feb 15:45
Exp.06 Feb · 0 d
|
Trade P&L-269.20
Cum.-866.20
|
Ent.121.2399 Out.134.09 |
Sold optionsBought options
Call 1232.14 → 12.35 Call 1242.05 → 9.45
Put 1202.6 → 0.02 Put 1192.41 → 0 *
|
Cr.0.28
Dr.2.92
Fees, $5.20
|
Risk, $77.20 Contracts1 |
|
|
Ent.13 Feb 09:35
Out.13 Feb 15:45
Exp.13 Feb · 0 d
|
Trade P&L-90.20
Cum.-956.40
|
Ent.128.28 Out.133.885 |
Sold optionsBought options
Call 1301.5 → 4 Call 1311.27 → 2.75
Put 1261.31 → 0.02 Put 1251.12 → 0 *
|
Cr.0.42
Dr.1.27
Fees, $5.20
|
Risk, $63.20 Contracts1 |
|
|
Ent.20 Feb 09:35
Out.20 Feb 15:45
Exp.20 Feb · 0 d
|
Trade P&L+41.80
Cum.-914.60
|
Ent.131.855 Out.131.72 |
Sold optionsBought options
Call 1341.28 → 0.02 Call 1351 → 0.01
Put 1301.45 → 0.05 Put 1291.21 → 0.01
|
Cr.0.52
Dr.0.05
Fees, $5.20
|
Risk, $53.20 Contracts2 |
|
|
Ent.27 Feb 09:35
Out.27 Feb 15:45
Exp.27 Feb · 0 d
|
Trade P&L+23.80
Cum.-890.80
|
Ent.130.2348 Out.129.16 |
Sold optionsBought options
Call 1321.14 → 0.01 Call 1330.96 → 0 *
Put 1281.09 → 0.05 Put 1270.92 → 0 *
|
Cr.0.35
Dr.0.06
Fees, $5.20
|
Risk, $70.20 Contracts1 |
|
|
Ent.06 Mar 09:35
Out.06 Mar 15:45
Exp.06 Mar · 0 d
|
Trade P&L-26.20
Cum.-917.00
|
Ent.135.85 Out.133.59 |
Sold optionsBought options
Call 1381.09 → 0.02 Call 1390.9 → 0 *
Put 1341.2 → 0.72 Put 1331.03 → 0.17
|
Cr.0.36
Dr.0.57
Fees, $5.20
|
Risk, $69.20 Contracts9* |
|
|
Ent.13 Mar 09:35
Out.13 Mar 15:45
Exp.13 Mar · 0 d
|
Trade P&L-89.20
Cum.-1006.20
|
Ent.144.035 Out.140.12 |
Sold optionsBought options
Call 1461.29 → 0.02 Call 1471.09 → 0 *
Put 1421.25 → 2.07 Put 1411.02 → 0.82
|
Cr.0.43
Dr.1.27
Fees, $5.20
|
Risk, $62.20 Contracts9 |
|
|
Ent.20 Mar 09:35
Out.20 Mar 15:45
Exp.20 Mar · 0 d
|
Trade P&L+23.80
Cum.-982.40
|
Ent.136.31 Out.135.41 |
Sold optionsBought options
Call 1381.09 → 0.02 Call 1390.88 → 0.01
Put 1340.79 → 0.08 Put 1330.63 → 0.01
|
Cr.0.37
Dr.0.08
Fees, $5.20
|
Risk, $68.20 Contracts6 |
|
|
Ent.27 Mar 09:35
Out.27 Mar 15:45
Exp.27 Mar · 0 d
|
Trade P&L-2.20
Cum.-984.60
|
Ent.128.59 Out.126.76 |
Sold optionsBought options
Call 1301.12 → 0.03 Call 1310.84 → 0.01
Put 1271 → 0.58 Put 1260.77 → 0.12
|
Cr.0.51
Dr.0.48
Fees, $5.20
|
Risk, $54.20 Contracts6 |
|
|
Ent.02 Apr 09:35
Out.02 Apr 15:45
Exp.02 Apr · 0 d
|
Trade P&L-9.20
Cum.-993.80
|
Ent.117.92 Out.120.075 |
Sold optionsBought options
Call 1200.78 → 0.46 Call 1210.56 → 0.06
Put 1160.87 → 0.02 Put 1150.71 → 0 *
|
Cr.0.38
Dr.0.42
Fees, $5.20
|
Risk, $67.20 Contracts7* |
|
|
Ent.10 Apr 09:35
Out.10 Apr 15:45
Exp.10 Apr · 0 d
|
Trade P&L+15.80
Cum.-978.00
|
Ent.129.56 Out.128.545 |
Sold optionsBought options
Call 1310.85 → 0.04 Call 1320.65 → 0.01
Put 1280.8 → 0.15 Put 1270.62 → 0.01
|
Cr.0.38
Dr.0.17
Fees, $5.20
|
Risk, $67.20 Contracts14 |
|
| 17 Apr 2026 |
Trade P&L—
Cum.—
| No trade: the strike grid cannot express the wing | ||||
|
Ent.24 Apr 09:35
Out.24 Apr 15:45
Exp.24 Apr · 0 d
|
Trade P&L-14.20
Cum.-992.20
|
Ent.176.7 Out.171.68 |
Sold optionsBought options
Call 1801.28 → 0.01 Call 182.50.78 → 0.01
Put 172.50.94 → 1.02 Put 1700.52 → 0.01
|
Cr.0.92
Dr.1.01
Fees, $5.20
|
Risk, $163.20 Contracts1 |
|
|
Ent.01 May 09:35
Out.01 May 15:45
Exp.01 May · 0 d
|
Trade P&L-40.20
Cum.-1032.40
|
Ent.172.7605 Out.176.47 |
Sold optionsBought options
Call 1751.64 → 1.6 Call 177.51.04 → 0.1
Put 1701.3 → 0.04 Put 167.50.71 → 0 *
|
Cr.1.19
Dr.1.54
Fees, $5.20
|
Risk, $136.20 Contracts1 |
|
|
Ent.08 May 09:35
Out.08 May 15:45
Exp.08 May · 0 d
|
Trade P&L-178.20
Cum.-1210.60
|
Ent.179.76 Out.185.49 |
Sold optionsBought options
Call 182.51.03 → 3.3 Call 1850.67 → 0.73
Put 177.51.1 → 0.02 Put 1750.6 → 0 *
|
Cr.0.86
Dr.2.59
Fees, $5.20
|
Risk, $169.20 Contracts5 |
|
|
Ent.15 May 09:35
Out.15 May 15:45
Exp.15 May · 0 d
|
Trade P&L+87.80
Cum.-1122.80
|
Ent.180.59 Out.178.8099 |
Sold optionsBought options
Call 182.51.58 → 0.02 Call 1850.99 → 0 *
Put 177.51.14 → 0.12 Put 1750.66 → 0 *
|
Cr.1.07
Dr.0.14
Fees, $5.20
|
Risk, $148.20 Contracts2 |
|
|
Ent.22 May 09:35
Out.22 May 15:45
Exp.22 May · 0 d
|
Trade P&L+6.80
Cum.-1116.00
|
Ent.163.5975 Out.160.32 |
Sold optionsBought options
Call 167.50.65 → 0.03 Call 1700.33 → 0 *
Put 1600.5 → 0.37 Put 157.50.31 → 0.01
|
Cr.0.51
Dr.0.39
Fees, $5.20
|
Risk, $204.20 Contracts1 |
|
|
Ent.29 May 09:35
Out.29 May 15:45
Exp.29 May · 0 d
|
Trade P&L-268.20
Cum.-1384.20
|
Ent.150.3275 Out.158.39 |
Sold optionsBought options
Call 152.51 → 6.65 Call 1550.55 → 3.25
Put 1480.78 → 0.01 Put 1460.45 → 0 *
|
Cr.0.78
Dr.3.41
Fees, $5.20
|
Risk, $177.20 Contracts1 |
|
|
Ent.05 Jun 09:35
Out.05 Jun 15:45
Exp.05 Jun · 0 d
|
Trade P&L-126.20
Cum.-1510.40
|
Ent.124.75 Out.118.09 |
Sold optionsBought options
Call 1261.53 → 0.02 Call 1271.36 → 0.01
Put 1231.2 → 5.3 Put 1221.02 → 3.75
|
Cr.0.35
Dr.1.56
Fees, $5.20
|
Risk, $70.20 Contracts5 |
|
|
Ent.12 Jun 09:35
Out.12 Jun 15:45
Exp.12 Jun · 0 d
|
Trade P&L-157.20
Cum.-1667.60
|
Ent.118.085 Out.123.78 |
Sold optionsBought options
Call 1201.03 → 4.25 Call 1210.91 → 2.53
Put 1160.84 → 0.01 Put 1150.75 → 0 *
|
Cr.0.21
Dr.1.73
Fees, $5.20
|
Risk, $84.20 Contracts11 |
|
|
Ent.18 Jun 09:35
Out.18 Jun 15:45
Exp.18 Jun · 0 d
|
Trade P&L-93.20
Cum.-1760.80
|
Ent.115.24 Out.112.295 |
Sold optionsBought options
Call 1171.03 → 0.02 Call 1180.89 → 0.01
Put 1141.19 → 1.98 Put 1130.97 → 0.75
|
Cr.0.36
Dr.1.24
Fees, $5.20
|
Risk, $69.20 Contracts7* |
|
|
Ent.26 Jun 09:35
Out.26 Jun 15:45
Exp.26 Jun · 0 d
|
Trade P&L+13.80
Cum.-1747.00
|
Ent.83.3 Out.82.77 |
Sold optionsBought options
Call 851.06 → 0.06 Call 860.88 → 0.01
Put 821.35 → 0.17 Put 811.15 → 0.03
|
Cr.0.38
Dr.0.19
Fees, $5.20
|
Risk, $67.20 Contracts14* |
|
|
Ent.02 Jul 09:35
Out.02 Jul 15:45
Exp.02 Jul · 0 d
|
Trade P&L+11.80
Cum.-1735.20
|
Ent.101.35 Out.100.785 |
Sold optionsBought options
Call 1031.62 → 0.02 Call 1041.5 → 0 *
Put 1001.59 → 0.2 Put 991.33 → 0.01
|
Cr.0.38
Dr.0.21
Fees, $5.20
|
Risk, $67.20 Contracts1 |
|
|
Ent.10 Jul 09:35
Out.10 Jul 15:45
Exp.10 Jul · 0 d
|
Trade P&L-112.20
Cum.-1847.40
|
Ent.99.05 Out.94.61 |
Sold optionsBought options
Call 1010.77 → 0.01 Call 1020.64 → 0 *
Put 981.1 → 3.65 Put 970.85 → 2.21
|
Cr.0.38
Dr.1.45
Fees, $5.20
|
Risk, $67.20 Contracts5 |
|
|
Ent.17 Jul 09:35
Out.17 Jul 15:45
Exp.17 Jul · 0 d
|
Trade P&L-148.20
Cum.-1995.60
|
Ent.90.9 Out.94.39 |
Sold optionsBought options
Call 920.98 → 2.49 Call 930.81 → 0.82
Put 890.6 → 0.05 Put 880.48 → 0 *
|
Cr.0.29
Dr.1.72
Fees, $5.20
|
Risk, $76.20 Contracts12 |
|
|
Ent.24 Jul 09:35
Out.24 Jul 15:45
Exp.24 Jul · 0 d
|
Trade P&L+14.80
Cum.-1980.80
|
Ent.93.1025 Out.92.26 |
Sold optionsBought options
Call 950.47 → 0.01 Call 960.32 → 0 *
Put 920.73 → 0.16 Put 910.52 → 0.01
|
Cr.0.36
Dr.0.16
Fees, $5.20
|
Risk, $69.20 Contracts14* |
|
|
Ent.31 Jul 09:35
Out.31 Jul 15:45
Exp.31 Jul · 0 d
|
Trade P&L+3.80
Cum.-1977.00
|
Ent.94.55 Out.93.675 |
Sold optionsBought options
Call 960.83 → 0.07 Call 970.66 → 0 *
Put 930.76 → 0.2 Put 920.58 → 0.01
|
Cr.0.35
Dr.0.26
Fees, $5.20
|
Risk, $70.20 Contracts9 |
|
|
Ent.07 Aug 09:35
Out.07 Aug 15:45
Exp.07 Aug · 0 d
|
Trade P&L-18.20
Cum.-1995.20
|
Ent.101.92 Out.99.785 |
Sold optionsBought options
Call 1030.87 → 0.01 Call 1040.65 → 0 *
Put 1000.58 → 0.56 Put 990.43 → 0.07
|
Cr.0.37
Dr.0.5
Fees, $5.20
|
Risk, $68.20 Contracts14 |
|
|
Ent.14 Aug 09:35
Out.14 Aug 15:45
Exp.14 Aug · 0 d
|
Trade P&L-7.20
Cum.-2002.40
|
Ent.94.29 Out.93.245 |
Sold optionsBought options
Call 960.5 → 0.02 Call 970.4 → 0 *
Put 930.57 → 0.25 Put 920.45 → 0.03
|
Cr.0.22
Dr.0.24
Fees, $5.20
|
Risk, $83.20 Contracts12 |
|
|
Ent.21 Aug 09:35
Out.21 Aug 15:45
Exp.21 Aug · 0 d
|
Trade P&L-4.20
Cum.-2006.60
|
Ent.117.46 Out.118.98 |
Sold optionsBought options
Call 1191.47 → 0.53 Call 1201.27 → 0.16
Put 1161.42 → 0.04 Put 1151.2 → 0 *
|
Cr.0.42
Dr.0.41
Fees, $5.20
|
Risk, $63.20 Contracts2 |
|
|
Ent.28 Aug 09:35
Out.28 Aug 15:45
Exp.28 Aug · 0 d
|
Trade P&L-138.20
Cum.-2144.80
|
Ent.134.785 Out.127.85 |
Sold optionsBought options
Call 1371.07 → 0.01 Call 1380.97 → 0 *
Put 1331.14 → 5.25 Put 1320.96 → 3.65
|
Cr.0.28
Dr.1.61
Fees, $5.20
|
Risk, $77.20 Contracts12 |
|
|
Ent.04 Sep 09:35
Out.04 Sep 15:45
Exp.04 Sep · 0 d
|
Trade P&L-83.20
Cum.-2228.00
|
Ent.139 Out.143.02 |
Sold optionsBought options
Call 1411.18 → 2.2 Call 1421.01 → 1.08
Put 1371.16 → 0.01 Put 1360.98 → 0 *
|
Cr.0.35
Dr.1.13
Fees, $5.20
|
Risk, $70.20 Contracts14 |
|
|
Ent.11 Sep 09:35
Out.11 Sep 15:45
Exp.11 Sep · 0 d
|
Trade P&L+6.80
Cum.-2221.20
|
Ent.130.26 Out.131.225 |
Sold optionsBought options
Call 1320.97 → 0.15 Call 1330.78 → 0.02
Put 1280.71 → 0.08 Put 1270.57 → 0 *
|
Cr.0.33
Dr.0.21
Fees, $5.20
|
Risk, $72.20 Contracts13 |
|
|
Ent.18 Sep 09:35
Out.18 Sep 15:45
Exp.18 Sep · 0 d
|
Trade P&L-154.20
Cum.-2375.40
|
Ent.139.189 Out.153.54 |
Sold optionsBought options
Call 1411.13 → 13 Call 1420.96 → 11.2
Put 1371 → 0.01 Put 1360.85 → 0 *
|
Cr.0.32
Dr.1.81
Fees, $5.20
|
Risk, $73.20 Contracts1 |
|
|
Ent.25 Sep 09:35
Out.25 Sep 15:45
Exp.25 Sep · 0 d
|
Trade P&L+77.80
Cum.-2297.60
|
Ent.159.7 Out.159.14 |
Sold optionsBought options
Call 162.50.9 → 0.02 Call 1650.51 → 0 *
Put 157.50.93 → 0.03 Put 1550.45 → 0.01
|
Cr.0.87
Dr.0.04
Fees, $5.20
|
Risk, $168.20 Contracts5* |
|
|
Ent.02 Oct 09:35
Out.02 Oct 15:45
Exp.02 Oct · 0 d
|
Trade P&L-262.20
Cum.-2559.80
|
Ent.169.3 Out.158.65 |
Sold optionsBought options
Call 172.51.22 → 0.02 Call 1750.75 → 0 *
Put 167.51.51 → 9.9 Put 1650.83 → 6.2
|
Cr.1.15
Dr.3.72
Fees, $5.20
|
Risk, $140.20 Contracts1 |
|
|
Ent.09 Oct 09:35
Out.09 Oct 15:45
Exp.09 Oct · 0 d
|
Trade P&L+56.80
Cum.-2503.00
|
Ent.151.66 Out.154.4 |
Sold optionsBought options
Call 1550.51 → 0.1 Call 157.50.23 → 0 *
Put 1500.84 → 0.01 Put 1480.39 → 0 *
|
Cr.0.73
Dr.0.11
Fees, $5.20
|
Risk, $182.20 Contracts1 |
|
|
Ent.16 Oct 09:35
Out.16 Oct 15:45
Exp.16 Oct · 0 d
|
Trade P&L-96.20
Cum.-2599.20
|
Ent.144.6901 Out.135.4575 |
Sold optionsBought options
Call 1470.91 → 0.01 Call 1480.66 → 0 *
Put 1431.04 → 7.9 Put 1420.79 → 6.5
|
Cr.0.5
Dr.1.41
Fees, $5.20
|
Risk, $55.20 Contracts1 |
|
| Total P&L | -2599.20 | Closed trades: 41, 13 profitable (31.7%) · Return on expiry risk: -64.2% | ||||
Closed-trade check: entry credit $2,166.00 − exit debit $4,552.00 − round-trip fees $213.20 = $-2,599.20
Sessions without an expiry in the selected window: 157.
How to read the table
Legs show strike and quoted entry → exit prices per share. Multiply net credit and debit by 100 for one contract. P&L subtracts commissions for both opening and closing every leg. The stress case reduces only the net entry credit; displayed leg quotes remain unchanged.
The cumulative column is measured through the exit date, including all trades closed that day. Rows sharing an exit date therefore share the same cumulative result. Open positions and missing exits have no known final P&L.