diff --git a/iron_condor.py b/iron_condor.py
index cd7986d..f4878a9 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -1,9 +1,11 @@
 from datetime import datetime
 from dotenv import load_dotenv
 from ibkr import Client
-from ibkr.option_type import CALL, PUT
+from option_type import CALL, PUT
 from os import getenv
 from tastytrade import Tastytrade
+from tastytrade.order import create_credit_spread
+from tastytrade.symbology import zero_dte_spx_contract as contract
 
 load_dotenv()
 
@@ -31,31 +33,59 @@ def contract_filter(contract):
 option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
 print(option_chain)
 
-target_delta = 0.10
+target_delta = 0.20
 
-def closest_strike_by_delta(target_delta, option_chain, option_type):
+def closest_contract_by_delta(target_delta, option_chain, option_type):
     options = option_chain[option_chain['Type'] == option_type].copy()
-    options['Delta Distance'] = abs(options['Delta'] - (target_delta * (1 if option_type == CALL else -1)))
+    options['Delta Distance'] = abs(options['Delta'] - target_delta)
     return options.loc[options['Delta Distance'].idxmin()]
 
 # Find the strikes that minimize the distance to the target delta.
-closest_call_strike = closest_strike_by_delta(target_delta, option_chain, CALL)
-closest_put_strike = closest_strike_by_delta(target_delta, option_chain, PUT)
+short_put_contract = closest_contract_by_delta(-target_delta, option_chain, PUT)
+short_call_contract = closest_contract_by_delta(target_delta, option_chain, CALL)
 
-# Do the same for the long strikes.
-target_long_call_strike = closest_call_strike['Strike'] + 50
-target_long_put_strike = closest_put_strike['Strike'] - 50
+# When selecting long strikes, minimize the distance to a 50 point spread.
+# TODO: Select long strike based on preferred price.
+target_long_put_strike = short_put_contract['Strike'] - 50
+target_long_call_strike = short_call_contract['Strike'] + 50
 
-def closest_strike_by_strike(target_strike, option_chain, option_type):
+def closest_contract_by_strike(target_strike, option_chain, option_type):
     options = option_chain[option_chain['Type'] == option_type].copy()
     options['Strike Distance'] = abs(options['Strike'] - target_strike)
     return options.loc[options['Strike Distance'].idxmin()]
 
-closest_long_call_strike = closest_strike_by_strike(target_long_call_strike, option_chain, CALL)
-closest_long_put_strike = closest_strike_by_strike(target_long_put_strike, option_chain, PUT)
+long_put_contract = closest_contract_by_strike(target_long_put_strike, option_chain, PUT)
+long_call_contract = closest_contract_by_strike(target_long_call_strike, option_chain, CALL)
 
-# The requested iron condor.
-print('Short Call Strike:', closest_call_strike['Strike'])
-print('Long Call Strike:', closest_long_call_strike['Strike'])
-print("Short Put Strike:", closest_put_strike['Strike'])
-print('Long Put Strike:', closest_long_put_strike['Strike'])
\ No newline at end of file
+# Build the iron condor.
+short_put_strike = float(short_put_contract['Strike'])
+long_put_strike = float(long_put_contract['Strike'])
+short_call_strike = float(short_call_contract['Strike'])
+long_call_strike = float(long_call_contract['Strike'])
+
+put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask']
+call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask']
+
+print("Short Put Strike:", short_put_strike)
+print('Long Put Strike:', long_put_strike)
+print('Put Spread Limit Price:', put_spread_limit_price)
+print('Short Call Strike:', short_call_strike)
+print('Long Call Strike:', long_call_strike)
+print('Call Spread Limit Price:', call_spread_limit_price)
+
+put_credit_spread = create_credit_spread(
+    contract(PUT, short_put_strike), 
+    contract(PUT, long_put_strike), 
+    put_spread_limit_price, 1
+)
+call_credit_spread = create_credit_spread(
+    contract(CALL, short_call_strike), 
+    contract(CALL, long_call_strike), 
+    call_spread_limit_price, 1
+)
+
+put_spread_result = tastytrade_client.submit_order(tastytrade_account, put_credit_spread)
+call_spread_result = tastytrade_client.submit_order(tastytrade_account, call_credit_spread)
+
+print(put_spread_result)
+print(call_spread_result)
\ No newline at end of file