diff --git a/iron_condor.py b/iron_condor.py
index fda38cb..ce3705e 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -119,6 +119,12 @@ def _enter_iron_condor(entry_time: datetime):
     logging.info(f'Short Call Strike: {short_call_strike}')
     logging.info(f'Long Call Strike: {long_call_strike}')
 
+    put_spread_price = options_chain.spread_mid_price(short_put_strike, long_put_strike, OptionType.PUT)
+    logging.info(f'Options Chain Put Spread Mid Price: {put_spread_price}')
+
+    call_spread_price = options_chain.spread_mid_price(short_call_strike, long_call_strike, OptionType.CALL)
+    logging.info(f'Options Chain Call Spread Mid Price: {call_spread_price}')
+
     ibkr_client = Client()
     trade = IronCondorTrade(symbol, credit_target, entry_time, float(getenv('STOP_MULTIPLE')))
 
@@ -129,6 +135,7 @@ def _enter_iron_condor(entry_time: datetime):
     logging.info(f'Call Spread Mid Price: {call_spread_order.mid_price}')
     logging.info(f'Call Spread Fill Price: {call_spread_order.fill_price}')
     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,
@@ -145,6 +152,7 @@ def _enter_iron_condor(entry_time: datetime):
     logging.info(f'Put Spread Mid Price: {put_spread_order.mid_price}')
     logging.info(f'Put Spread Fill Price: {put_spread_order.fill_price}')
     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,
diff --git a/options_chain.py b/options_chain.py
index 8050713..ecd70e0 100644
--- a/options_chain.py
+++ b/options_chain.py
@@ -37,6 +37,18 @@ class OptionsChain:
         options['Strike Distance'] = abs(options['Strike'] - target_strike)
         return options.loc[options['Strike Distance'].idxmin()]
 
+    def spread_mid_price(self, near_strike: float, far_strike: float, option_type: OptionType):
+        options = self.options_by_type(option_type)
+
+        near_leg = options[options['Strike'] == near_strike]
+        far_leg = options[options['Strike'] == far_strike]
+
+        near_leg_mid = (near_leg['Ask'] + near_leg['Bid'].clip(lower = 0)) / 2.0
+        far_leg_mid = (far_leg['Ask'] + far_leg['Bid'].clip(lower = 0)) / 2.0
+        spread_mid = near_leg_mid.iloc[0] - far_leg_mid.iloc[0]
+
+        return spread_mid
+
     def __repr__(self) -> str:
         return self.options_chain.to_string()