Strategy description

This is an intraday volatility strategy that aims to profit from expected directional moves or volatility expansion during the trading day by deploying a Long Call Condor structure.

? Entry Logic:

• Time: Entry at 9:40 AM ET

• Structure:

  • Sell 1 Lower Strike Call

  • Buy 2 Middle Strike Calls

  • Sell 1 Higher Strike Call

The strategy is constructed to benefit from a rise in volatility and moderate directional movement.

? Exit Logic:

• Universal Exit: All positions are squared off at 3:50 PM ET

Highlights:

• Designed to benefit from intraday price movement and vega expansion

• Ideal for volatile market conditions

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