Iron Condors Tracking: 0DTE QQQ and SPY Examples Using MyATMM

Introduction: Tracking Complex Multi-Leg Strategies

Iron condors represent one of the most popular neutral income strategies among option sellers, generating premium by selling both out-of-the-money put spreads and call spreads simultaneously. While the strategy itself is well documented, accurately tracking iron condors including all four legs, collateral requirements, and net credit calculations presents challenges that standard portfolio tracking tools often fail to address.

This comprehensive guide demonstrates how to track zero-day expiration (0DTE) iron condors on QQQ and SPY using MyATMM's custom strategy feature. Rather than treating iron condors as consolidated positions, MyATMM tracks each of the four legs individually while grouping them under a single strategy view, enabling precise premium tracking and supporting flexible adjustments to individual legs when needed.

The walkthrough covers two complete examples: a single-contract QQQ iron condor that expired worthless for $15 profit, and a ten-contract SPY iron condor that also expired worthless for $83.44 profit. Both positions demonstrate the complete workflow from adding tickers and creating custom strategies through recording each leg, marking positions as expired, and removing completed strategies from the board.

Key Concept: Unlike brokerages that consolidate iron condors into single transactions, MyATMM tracks each leg individually while maintaining the strategic grouping. This approach provides complete flexibility to adjust or exit individual legs while maintaining accurate cost basis and premium tracking across the entire position.

Understanding Iron Condors: The Four-Leg Structure

Before diving into tracking examples, understanding the iron condor structure clarifies why individual leg tracking matters and how MyATMM's approach provides advantages over consolidated tracking methods.

The Four Legs of an Iron Condor

An iron condor consists of four option positions opened simultaneously:

  1. Buy to open put - The long put at a lower strike, providing downside protection
  2. Sell to open put - The short put at a higher strike, generating put premium
  3. Sell to open call - The short call at a higher strike, generating call premium
  4. Buy to open call - The long call at an even higher strike, providing upside protection

The premium collected from the two short options exceeds the premium paid for the two long options, creating a net credit to the trader's account. This net credit represents the maximum profit potential if the underlying stock remains between the two short strikes through expiration.

Strike Price Ordering

Iron condors always follow this strike price order from lowest to highest:

  1. Long put strike (lowest)
  2. Short put strike
  3. Short call strike
  4. Long call strike (highest)

When entering iron condor positions in MyATMM, following this lowest-to-highest order simplifies data entry and ensures all calculations populate correctly. The system automatically calculates net credit, collateral requirements, and position summaries based on the strike prices and premiums entered for each leg.

Why Individual Leg Tracking Matters

While brokerages often consolidate iron condors into single transactions for accounting simplicity, tracking each leg individually provides several advantages:

  • Flexible adjustments: You can close or roll individual legs without affecting others
  • Asymmetric management: If one side moves against you, you can convert the iron condor to a credit spread by letting one side expire while rolling the other
  • Accurate premium tracking: Each leg's premium gets recorded separately, maintaining precise transaction history
  • Commission allocation: Fees distribute correctly across all four legs rather than getting lumped into a single consolidated entry

Example: Strike Selection for 0DTE Iron Condor

For a stock trading at $447, a 0DTE iron condor might use:

  • Buy put: $433 (14 points out)
  • Sell put: $434 (13 points out)
  • Sell call: $447 (at the money)
  • Buy call: $448 (1 point out)

This structure collects net credit while defining maximum risk based on the width of each spread.

QQQ Iron Condor Example: Adding the Position

The first tracking example demonstrates a single-contract 0DTE iron condor on QQQ that was entered on March 14th and expired the same day. The position shows how to add a new ticker to MyATMM, create a custom strategy, enter all four legs, and record the transaction details that appear in your brokerage platform.

Step 1: Adding QQQ as a Tracked Ticker

From the MyATMM cost basis page, the initial screen shows any tickers currently being tracked. Since QQQ is not yet in the system, the first step involves adding it:

  1. Click the "Add" button in the ticker section
  2. Type "QQQ" in the symbol field
  3. Click "Save" to add the ticker

The system automatically capitalizes the ticker symbol and creates a new position placeholder for QQQ. At this point, no positions exist for QQQ, but the ticker is ready to receive custom strategy entries.

Step 2: Creating the Iron Condor Custom Strategy

With QQQ added to the tracked tickers, the next step creates the iron condor strategy structure:

  1. Find the QQQ ticker section
  2. Locate the strategy dropdown (defaults to "select")
  3. Change the dropdown to "Iron Condor"
  4. Click "New" to create a draft iron condor position

This action adds a new draft position showing four empty legs waiting for strike prices and premium data. The system presents the legs in a specific order that does not match the lowest-to-highest strike order, requiring careful attention during data entry to ensure each leg's information goes into the correct field.

Step 3: Entering Strike Prices and Premiums

Referencing the Think or Swim trade history view that breaks out individual leg details, the QQQ iron condor uses these specific values:

Leg Strike Price Premium
Buy to open put $433 $0.13
Sell to open put $434 $0.28
Sell to open call $447 $0.02
Buy to open call $448 $0.02

The key to accurate data entry involves starting with the lowest strike price (433 put) and working up to the highest (448 call), even though the MyATMM form does not present the legs in this order. This requires mentally sorting the Think or Swim display to match each strike to the correct MyATMM input field.

As you enter strike prices and premiums, MyATMM automatically calculates the net credit, collateral requirement, and other position metrics in real time. The system validates that the iron condor structure makes sense mathematically before allowing the position to be saved.

Step 4: Setting Dates and Contract Quantity

After entering all strike prices and premiums, complete the position setup by adding:

  • Expiration date: March 14th (0DTE - same day expiration)
  • Start date: March 14th (day the position was entered)
  • Number of contracts: 1
  • Net credit: $0.15 (automatically calculated as 0.28 + 0.02 - 0.13 - 0.02)

The net credit calculation subtracts premiums paid for long options from premiums received for short options, showing the actual credit received per share. For one contract (100 shares), the total credit is $15 before fees and commissions.

After verifying all entries match the brokerage data, clicking "Save" moves the iron condor from draft status into the custom strategy section where it appears as a grouped position showing all four legs together.

Recording Individual Leg Transactions

When you save the iron condor custom strategy, MyATMM automatically generates draft transaction history entries for all four legs. These proposed records need to be reviewed, adjusted for accurate fees and commissions, and then saved individually to permanent transaction history.

Understanding Proposed Records

After saving the iron condor strategy, scroll down to the transaction history section where four proposed records appear with these characteristics:

  • Each leg shows as a separate proposed transaction
  • Premium amounts populate from the strategy entry (65 cents per leg for 100 shares = $65 per transaction)
  • Default commission estimates appear that need verification against actual brokerage fees
  • Each proposed record can be individually edited before saving

Adjusting Fees and Commissions

The brokerage platform shows the actual fees charged for the complete iron condor transaction: $6 total in miscellaneous fees distributed across the four legs. The proposed records in MyATMM show estimated fees that need adjustment to match actual charges.

For the QQQ iron condor, the fee distribution was:

  • Long put (433): 65 cents premium + 2 cents fee
  • Short put (434): 65 cents premium + 2 cents fee
  • Short call (447): 65 cents premium + 2 cents fee
  • Long call (448): 65 cents premium + 0 cents fee

Note that the premium shown for each leg in transaction history represents the per-100-shares amount, not the per-share amount. For the short put that collected 28 cents per share, the transaction history shows $28.00 for 100 shares (28 cents × 100).

Saving Transactions to Permanent History

After verifying and adjusting fees for each proposed record, save them one at a time to permanent transaction history:

  1. Click the first proposed record to select it
  2. Review the amounts match brokerage data
  3. Click "Save" to move it to permanent history
  4. Repeat for remaining three legs

As you save each leg, it disappears from the proposed records section and appears in the permanent transaction history. After saving all four legs, scroll to the top of the position summary to see the total premium collected.

For the QQQ iron condor, the position summary shows $12.30 total premium collected, calculated as $15.00 net credit minus $2.60 in premiums paid for long options minus $0.06 in fees ($15.00 - $2.60 - $0.06 = $12.34, with slight rounding).

Important: Recording transactions individually rather than as a consolidated entry enables accurate tracking if you later need to adjust or roll individual legs. This flexibility becomes crucial when managing iron condors through changing market conditions.

Marking Positions as Expired and Removing from Board

The QQQ iron condor example demonstrates 0DTE trading entered and expired on the same day March 14th. When recording this position after the fact, all four legs expired worthless, meaning the trader keeps the net credit without assignment obligations. The final steps involve marking the position as expired and removing it from the active position board.

Expired vs Assigned Status

When iron condor positions reach expiration, the underlying stock price determines whether legs expire worthless or get assigned:

  • Stock between short strikes: All four legs expire worthless (ideal outcome)
  • Stock below short put strike: Short put may be assigned, requiring share purchase
  • Stock above short call strike: Short call may be assigned, requiring share sale

For the QQQ position, the stock remained between the short put strike (434) and short call strike (447) at expiration, so all four legs expired worthless. This represents the maximum profit scenario for the iron condor strategy.

Marking Individual Legs as Expired

In the custom strategy section, the iron condor displays with an "Expired" button that removes all four legs simultaneously. However, MyATMM also allows marking legs expired individually by clicking each leg separately within the expanded view of the custom strategy group.

For positions that expired completely worthless, using the main "Expired" button removes the entire iron condor at once. This method works best for 0DTE positions where all four legs share the same expiration date and all expired worthless together.

Removing Position from Board

After marking the iron condor as expired, the custom strategy section updates to show the position is no longer active. The transaction history remains intact showing all four legs and their premiums, but the position no longer appears on the active positions board.

At this point, the QQQ position summary resets to zero showing no active positions. The $12.30 in collected premium is reflected in the total premium collected section of transaction history, and the position is complete.

The flexibility to manage each leg individually becomes important when iron condors don't expire completely worthless. For example, if the put spread expires worthless but the call spread needs to be rolled to a future expiration, you can mark just the put legs as expired while keeping the call legs active and rolling them forward.

SPY Iron Condor Example: Multi-Contract Tracking

The second example demonstrates tracking a ten-contract 0DTE iron condor on SPY, also entered and expired on March 14th. This larger position shows how MyATMM scales from single-contract positions to multi-contract strategies while maintaining the same workflow and calculation accuracy.

Adding SPY and Creating Custom Strategy

Following the same process used for QQQ:

  1. Add "SPY" to tracked tickers
  2. Select "Iron Condor" from the strategy dropdown
  3. Click "New" to create draft position

The SPY iron condor uses different strikes reflecting SPY's price level and volatility characteristics at the time of entry. Looking at the Think or Swim trade history, the four legs use these specifications:

Leg Strike Price Premium
Buy to open put $506 $0.24
Sell to open put $507 $0.30
Sell to open call $518 $0.12
Buy to open call $519 $0.07

Entering these values from lowest strike (506) to highest strike (519), MyATMM calculates the net credit as $0.11 per share (0.30 + 0.12 - 0.24 - 0.07 = 0.11).

Scaling to Ten Contracts

After entering all strike prices and premiums, adjust the position parameters for the larger size:

  • Number of contracts: 10 (instead of 1)
  • Total net credit: $110 (11 cents × 1,000 shares)
  • Expiration date: March 14th
  • Start date: March 14th

The ten-contract position multiplies all calculations by 10 while maintaining the same per-share economics as a single-contract position. The net credit of $110 represents the maximum profit potential if all legs expire worthless.

Recording Multi-Contract Transactions

After saving the SPY iron condor strategy, the proposed transaction records appear with amounts scaled for ten contracts:

  • Each leg shows premium amounts for 1,000 shares (10 contracts × 100 shares)
  • Long put: $650 premium paid (65 cents × 1,000)
  • Short put: $650 premium collected
  • Short call: $650 premium collected
  • Long call: $650 premium paid

The brokerage shows total fees of $26 distributed across the four legs. Adjusting the proposed records to match actual fees:

  • Long put: 7 cents fee
  • Short put: 7 cents fee
  • Short call: 6 cents fee
  • Long call: 6 cents fee

After adjusting fees, save each proposed record individually to permanent transaction history. The position summary then shows total premium collected of $83.44 after accounting for premiums paid and all fees.

Completing the Multi-Contract Position

Like the QQQ example, the SPY iron condor expired completely worthless with the underlying stock trading between the short put and short call strikes at expiration. Clicking the "Expired" button removes all four legs from the active positions, and the $83.44 profit is realized and reflected in total premium collected.

The ten-contract position demonstrates that MyATMM's iron condor tracking scales efficiently regardless of position size. The workflow remains identical whether tracking one contract or one hundred, with the system automatically handling all calculations at the appropriate scale.

Individual Leg Flexibility: Advanced Management Scenarios

One of the most powerful features of tracking iron condors as individual legs rather than consolidated positions is the flexibility to adjust or exit portions of the strategy independently. While the QQQ and SPY examples showed complete expirations where all four legs expired worthless together, real-world iron condor management often requires adjusting individual sides as market conditions change.

Converting Iron Condors to Credit Spreads

When the underlying stock moves directionally after entering an iron condor, the threatened side may need management while the safe side can expire worthless. MyATMM's individual leg tracking enables this conversion seamlessly.

For example, if SPY rallied significantly after entering the iron condor and threatened the call spread:

  • Mark the two put legs as expired (they're now far out of the money)
  • Keep the two call legs active for potential rolling or management
  • Roll the call spread to a future expiration if needed
  • Record the roll as closing the existing call legs and opening new ones

This approach maintains accurate premium tracking across the entire sequence of adjustments while preserving the complete transaction history showing exactly how the position evolved.

Asymmetric Position Management

Some traders prefer managing iron condors by taking profits on one side early while letting the other side run to expiration. Individual leg tracking supports this strategy by allowing you to close profitable legs while keeping others active:

  1. If the put spread quickly profits when the stock moves up, close just those two legs
  2. Record the closing transactions in MyATMM for accurate premium calculation
  3. Keep the call spread active to collect additional time decay
  4. Later mark or close the call spread based on final outcome

This flexibility to manage portions of the strategy independently while maintaining accurate overall position tracking provides a significant advantage over systems that only track consolidated iron condor positions.

Rolling Individual Sides

When one side of an iron condor requires defensive action, rolling just that side to a future expiration while leaving the other side unchanged represents another common management scenario that individual leg tracking supports naturally.

The transaction recording process follows this sequence:

  1. Record closing transactions for the threatened spread (buy back short, sell long)
  2. Record opening transactions for the rolled spread at new strikes and expiration
  3. Leave the safe side legs unchanged with original expiration
  4. Mark the safe side expired when it expires worthless
  5. Continue managing the rolled side independently

Throughout this entire process, MyATMM maintains accurate net premium tracking and position summaries that reflect the current state of the complex managed position.

Management Principle: Individual leg tracking transforms iron condor management from rigid all-or-nothing decisions to flexible strategies that adapt to market conditions. Your tracking system should enable the adjustments your trading strategy requires rather than constraining your options.

Understanding Collateral and Risk Metrics

Beyond tracking premiums and expirations, understanding the collateral requirements and risk metrics for iron condors helps inform position sizing decisions and overall portfolio risk management.

Calculating Maximum Risk

For iron condors, maximum risk per contract equals the width of the widest spread minus the net credit received. The examples show:

QQQ Iron Condor Maximum Risk

  • Put spread width: $1 (434 - 433)
  • Call spread width: $1 (448 - 447)
  • Net credit received: $15
  • Maximum risk: $100 - $15 = $85 per contract

SPY Iron Condor Maximum Risk

  • Put spread width: $1 (507 - 506)
  • Call spread width: $1 (519 - 518)
  • Net credit received: $110
  • Maximum risk per contract: $100 - $11 = $89
  • Maximum risk for 10 contracts: $890

MyATMM displays the collateral requirement which represents the maximum risk amount that must be held in the account to maintain the position. For 0DTE positions, this collateral is only tied up for a single day, while longer-dated iron condors require the collateral to remain committed until expiration or adjustment.

Risk-to-Reward Ratios

The relationship between net credit and maximum risk determines whether an iron condor offers attractive risk-adjusted returns. The examples show:

  • QQQ: $15 credit vs $85 risk = 17.6% return on risk
  • SPY: $110 credit vs $890 risk = 12.4% return on risk

While these may appear modest on a per-position basis, 0DTE strategies that can be executed multiple times per week with high win rates can compound into meaningful returns. The key is maintaining discipline around strike selection and position sizing to ensure that when maximum loss scenarios do occur, they don't significantly damage overall account performance.

Position Sizing Considerations

When tracking multiple iron condors across different underlyings, total collateral committed represents a critical risk management metric. MyATMM's position summary shows current collateral requirements for all active positions, helping ensure you maintain adequate buying power for new opportunities while not over-leveraging the account.

Conservative position sizing for iron condors typically limits maximum risk on any single position to 1-2% of account value, and total risk across all positions to 5-10% of account value. This approach allows surviving strings of losing trades without significant account drawdown while still generating meaningful income during winning periods.

0DTE Iron Condors vs Longer-Dated Positions

The examples demonstrate zero-day expiration iron condors where positions open and close on the same trading day. Understanding how tracking requirements differ for longer-dated iron condors helps determine the best approach for your specific strategy implementation.

Advantages of 0DTE Tracking

The same-day resolution of 0DTE iron condors simplifies several tracking aspects:

  • No overnight risk: Positions don't carry overnight, eliminating gap risk from after-hours news
  • Simplified management: Position typically works or doesn't work within a single session
  • Quick capital recycling: Collateral frees up daily for new positions
  • Clear accounting: Each trading day represents a complete cycle for profit/loss calculation

From a tracking perspective, 0DTE positions can often be recorded after the fact once the outcome is known, as demonstrated in the examples where positions were entered into MyATMM after they had already expired.

Differences with Weekly or Monthly Iron Condors

Longer-dated iron condors introduce additional tracking considerations:

  • Active monitoring period: Positions require days or weeks of management and adjustment tracking
  • Rolling decisions: You'll likely roll threatened sides before expiration, requiring additional transaction entries
  • Overlapping positions: New iron condors may be entered while previous ones remain active, requiring tracking multiple concurrent positions
  • Unrealized P&L tracking: Daily mark-to-market shows gains or losses before positions close

MyATMM's individual leg tracking becomes even more valuable for longer-dated iron condors because the probability of needing to adjust individual sides increases significantly compared to 0DTE positions where there's limited time for major price movements.

Choosing Your Timeframe

The tracking methodology shown in these examples works identically regardless of time to expiration. Whether entering 0DTE, weekly, or monthly iron condors, the same workflow of adding the custom strategy, recording individual legs, and managing through to expiration or adjustment applies.

The key difference lies in how actively you need to monitor and update positions. 0DTE positions can be entered and resolved in a single session, while monthly iron condors may require multiple adjustment entries as you manage the position over time.

Key Lessons for Successful Iron Condor Tracking

The QQQ and SPY examples demonstrate several critical principles that apply to tracking iron condors and other multi-leg strategies effectively.

Track Individual Legs, Not Consolidated Positions

The most important lesson is that tracking each of the four legs individually provides flexibility that consolidated tracking cannot match. When adjustments become necessary, having individual leg records enables precise management without trying to back-calculate what portion of a consolidated entry to adjust.

Follow Strike Price Order During Entry

Even though MyATMM's input form doesn't present legs in strike price order, maintaining mental organization by entering data from lowest strike to highest strike reduces errors. Creating a workflow habit of always processing legs in order (long put, short put, short call, long call) ensures consistency across all iron condor entries.

Verify Fees Against Brokerage Records

The proposed transaction records MyATMM generates include estimated fees that rarely match actual charges exactly. Always verify fees from your brokerage platform and adjust proposed records before saving to permanent transaction history. This attention to detail ensures that net profit calculations remain accurate.

Use Transaction History for Post-Trade Analysis

After completing iron condor positions, the transaction history provides data for analyzing which strike selections and timeframes produced the best risk-adjusted returns. Over time, this historical data helps refine your strike selection criteria and position sizing rules.

Scale Systematically with Multiple Contracts

The SPY ten-contract example shows that the tracking workflow scales naturally as position size increases. Rather than creating ten separate entries, MyATMM multiplies all calculations by the number of contracts while maintaining the same per-contract economics. This approach works equally well whether trading one contract or one hundred.

Tracking Success Factor: Consistent tracking habits matter more than perfect optimization. Following the same workflow for every iron condor entry, whether profitable or unprofitable, builds the transaction history database needed for meaningful strategy analysis over time.

MyATMM's Custom Strategy Advantage

While the examples focus on iron condors, MyATMM's custom strategy feature extends beyond this single strategy type to support any multi-leg position structure you want to track systematically.

Beyond Standard Strategies

The custom strategy framework supports tracking:

  • Iron condors (as demonstrated)
  • Iron butterflies (similar four-leg structure with different strike relationships)
  • Ratio spreads (uneven number of long vs short contracts)
  • Calendar spreads (different expirations on different legs)
  • Diagonal spreads (different strikes and expirations)
  • Custom combinations (any multi-leg structure you design)

The flexibility to define and track any combination of option legs while grouping them under a single strategy view makes MyATMM adaptable to advanced option strategies beyond the standard covered calls and cash-secured puts that form the platform's primary focus.

Grouped View with Individual Control

The custom strategy display balances two competing needs: viewing the overall position as a unified strategy while maintaining ability to manage individual components. The expandable group view shows summary metrics like net credit and days to expiration, while expanding the group reveals individual legs that can be marked expired or adjusted independently.

This dual-level view provides the overview needed for portfolio management decisions while preserving the granular control required for tactical adjustments within complex positions.

Accurate Cost Basis Impact

Even though iron condors and other defined-risk strategies don't typically result in share ownership, MyATMM tracks them alongside covered calls and cash-secured puts that do impact share count and cost basis. This unified tracking approach means traders using multiple strategies across the same underlying can see complete premium collection and cost basis effects in one consolidated view.

For example, if you simultaneously run the wheel strategy selling cash-secured puts and covered calls on SPY while also trading SPY iron condors for additional income, all premium from all strategies aggregates in the same position summary, providing complete visibility into how much income you've extracted from that ticker across all approaches.

Conclusion: Master Multi-Leg Strategy Tracking

The QQQ and SPY iron condor examples demonstrate that tracking complex multi-leg strategies requires a system designed to handle individual legs while maintaining strategic grouping. MyATMM's custom strategy feature provides this capability, enabling precise tracking of iron condors, butterflies, and other advanced structures that option sellers use to generate consistent income.

By treating each leg as an individual transaction while grouping related legs under unified strategy views, the system provides the flexibility needed for real-world position management where adjustments and partial exits represent standard operating procedure rather than edge cases.

Whether you're trading 0DTE iron condors that resolve within a single session or managing longer-dated positions that require ongoing adjustment, the workflow demonstrated in these examples scales to support your specific strategy implementation. The key is developing consistent tracking habits that ensure every leg of every position gets recorded accurately, creating the transaction history foundation needed for meaningful performance analysis over time.

For traders expanding beyond simple covered calls and cash-secured puts to include defined-risk strategies like iron condors, having a tracking system that supports this evolution without requiring migration to complex portfolio management software provides a significant advantage. MyATMM's focused approach to option seller tracking extends naturally to support these advanced strategies while maintaining the simplicity and purpose-built design that makes it effective for core income strategies.

Risk Disclaimer

Iron condors and other multi-leg option strategies involve significant risk and are not suitable for all investors. Maximum loss can be substantial if the underlying moves beyond the long strikes. Short option positions carry assignment risk and may require maintaining adequate account balance for potential share purchases or sales.

0DTE (zero-day expiration) options are extremely time-sensitive and can result in rapid losses if positions move against you. The high frequency of 0DTE trading can result in significant commission costs that reduce overall profitability.

This content describes paper trading examples for educational purposes only and should not be considered financial advice or a recommendation to trade any specific security or implement any particular strategy. Always conduct thorough research and consider consulting with a qualified financial advisor before implementing complex option strategies with real capital.

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Original Content by MyATMM Research Team | Published: March 20, 2024 | Educational Use Only