diff --git a/iron_condor.py b/iron_condor.py
index dbe0066..2ee69b6 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -22,7 +22,7 @@ load_dotenv()
 # Necessary for monitoring spread prices asynchronously while interacting with the IBKR client.
 nest_asyncio.apply()
 
-def monitor_spread_price(trade: IronCondorTrade, spread_order: OptionOrder, client: Client):
+def monitor_spread(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.
@@ -141,7 +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, call_spread_order, ibkr_client)
+    monitor_spread(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)
@@ -152,7 +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, put_spread_order, ibkr_client)
+    monitor_spread(trade, put_spread_order, ibkr_client)
 
     insert_trade(trade, call_spread_order, put_spread_order)