diff --git a/iron_condor.py b/iron_condor.py
index 88d6b2e..dbe0066 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -7,7 +7,7 @@ from datetime import datetime
 from dotenv import load_dotenv
 from os import getenv
 
-from ibkr import Client, OptionLeg
+from ibkr import Client, OptionLeg, OptionOrder
 from ibkr.option_type import CALL, PUT
 from ibkr.order_action import BUY, SELL
 
@@ -22,13 +22,17 @@ load_dotenv()
 # Necessary for monitoring spread prices asynchronously while interacting with the IBKR client.
 nest_asyncio.apply()
 
-def monitor_spread_price(trade: IronCondorTrade, short_leg: OptionLeg, long_leg: OptionLeg, stop_price: float, client: Client):
+def monitor_spread_price(trade: IronCondorTrade, spread_order: OptionOrder, client: Client):
     """""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
         Stop loss orders will not execute if trying to sell back a contract with no bid while paper trading.
         Therefore, the spread price must be monitored and the spread manually exited if the stop price is reached.
         If there is no bid for the long leg, only the short leg will be exited.
     """""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
+    stop_price = spread_order.fill_price * trade.stop_multiple
     stopped_out = False
+
+    short_leg = spread_order.legs[0]
+    long_leg = spread_order.legs[1]
     market_data = {}  # Stores real-time market data for each leg.
 
     def on_market_data_update(update_event):
@@ -137,13 +141,7 @@ def _enter_iron_condor(entry_time: datetime):
     logging.info(f'Call Spread Slippage: {call_spread_order.mid_price - call_spread_order.fill_price}')
     logging.info(f'Options Chain Call Spread Slippage: {call_spread_price - call_spread_order.fill_price}')
 
-    monitor_spread_price(
-        trade = trade,
-        short_leg = short_call_leg, 
-        long_leg = long_call_leg, 
-        stop_price = call_spread_order.fill_price * 2, 
-        client = ibkr_client
-    )
+    monitor_spread_price(trade, call_spread_order, ibkr_client)
 
     short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol)
     long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
@@ -154,13 +152,7 @@ def _enter_iron_condor(entry_time: datetime):
     logging.info(f'Put Spread Slippage: {put_spread_order.mid_price - put_spread_order.fill_price}')
     logging.info(f'Options Chain Put Spread Slippage: {put_spread_price - put_spread_order.fill_price}')
 
-    monitor_spread_price(
-        trade = trade,
-        short_leg = short_put_leg, 
-        long_leg = long_put_leg, 
-        stop_price = put_spread_order.fill_price * 2, 
-        client = ibkr_client
-    )
+    monitor_spread_price(trade, put_spread_order, ibkr_client)
 
     insert_trade(trade, call_spread_order, put_spread_order)