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Expect some additional slippage in order to achieve quicker fills

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moshferatu 2023-09-19 08:56:39 -07:00
parent 4c6c24bfd9
commit bd4ec63a0f
1 changed files with 2 additions and 2 deletions
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iron_condor.py
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@ -63,8 +63,8 @@ long_put_strike = float(long_put_contract['Strike'])
short_call_strike = float(short_call_contract['Strike']) short_call_strike = float(short_call_contract['Strike'])
long_call_strike = float(long_call_contract['Strike']) long_call_strike = float(long_call_contract['Strike'])
put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask'] put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask'] - 0.05 # Yield to the MMs.
call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask'] call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask'] - 0.05
print("Short Put Strike:", short_put_strike) print("Short Put Strike:", short_put_strike)
print('Long Put Strike:', long_put_strike) print('Long Put Strike:', long_put_strike)