diff --git a/iron_condor.py b/iron_condor.py
index ce3705e..88d6b2e 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -14,7 +14,7 @@ from ibkr.order_action import BUY, SELL
 from iron_condor_trade import IronCondorTrade
 from options_chain import OptionsChain
 from option_type import OptionType
-from trades_table import insert_trade, update_on_stop_loss
+from trades_table import insert_trade, update_trade
 
 load_dotenv()
 
@@ -64,7 +64,7 @@ def monitor_spread_price(trade: IronCondorTrade, short_leg: OptionLeg, long_leg:
                 exit_slippage = round(exit_order.fill_price - stop_price, 3)
                 logging.info(f'Exit Slippage: {exit_slippage}')
 
-                update_on_stop_loss(trade, short_leg.option_type, exit_order.fill_price, exit_slippage)
+                update_trade(trade, exit_order)
 
                 # Unsubscribe from market data updates once the trade has exited.
                 for leg in [short_leg, long_leg]:
diff --git a/trades_table.py b/trades_table.py
index 86b8648..e54e52f 100644
--- a/trades_table.py
+++ b/trades_table.py
@@ -50,7 +50,7 @@ def insert_trade(iron_condor: IronCondorTrade, call_spread_order: OptionOrder, p
         }])
     )
 
-def update_on_stop_loss(iron_condor: IronCondorTrade, option_type: str, close_price: float, exit_slippage: float):
+def update_trade(iron_condor: IronCondorTrade, stop_order: OptionOrder):
     date = iron_condor.entry_time.date()
 
     trade_record = trade(
@@ -61,10 +61,13 @@ def update_on_stop_loss(iron_condor: IronCondorTrade, option_type: str, close_pr
     )
     spreads = trade_record['Spreads'].iloc[0]
 
-    spread_index = 0 if option_type == 'C' else 1  # 'C' for call spread, 'P' for put spread.
+    option_type = translate_option_type(stop_order.legs[0].option_type)
+    spread_index = 0 if (option_type == OptionType.CALL) else 1
 
-    spreads[spread_index]['Close'] = close_price
-    spreads[spread_index]['Exit Slippage'] = exit_slippage
+    spreads[spread_index]['Close'] = stop_order.fill_price
+
+    stop_price = spreads[spread_index]['Open'] * iron_condor.stop_multiple
+    spreads[spread_index]['Exit Slippage'] = round(stop_order.fill_price - stop_price, 3)
 
     upsert(
         DataFrame([{