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Physical settlement risk: This ticker uses physical settlement — short options can result in stock assignment. Consider rolling or closing before expiry.
S&P 500
VIX
VIX9D
VIX3M
VVIX
ATR(14)
Daily range
Geopolitical risk active When enabled: wider strikes · 50% position size · IC only
Market Regime
Parameters
Price (auto)
VIX (auto)
DTE
Sigma mult
Account ($)
Risk %
Width (pts)
15-min delayed · auto-refresh 5 min
Sigma 1.5 ≈ Δ0.10 · Sigma 2.0 ≈ Δ0.05
Strike Engine
— DTE: 7
Backtest (SPX): IC = 86.4% WR · max loss $106. BPS = 65.5% WR. BCS = 75.5% WR.
IC Iron Condor IC WATCH
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