Risk-free arbitrage with Iron Condors converted to Butterflies
Opened another couple of positions.
Structure: Iron Condor Fly Conversion Arbitrage
Open Date 23-Oct-26
Security XSP
Expiry Date 13-Nov-26
Initial Strikes 753/761/785/789
Open Credit 3.91
Structure: Iron Condor Fly Conversion Arbitrage
Open Date 26-Oct-26
Security XSP
Expiry Date 16-Nov-26
Initial Strikes 753/761/785/789
Open Credit 3.84