Iron Condor on Consolidation

Hypothetical Options Strategy - As of 2026-03-06 Black-Scholes Model

Credit Received
$66,347.64
Cost to Close
$90,741.25
Total P&L
$-24,393.61
Return
-36.77%
Positions
17

Strategy Parameters

Positions by Stock (8 stocks, 17 entries)

RTX RTX Corporation Industrials 📈 📊 🔍
Current: $209.33
Credit: $7,919.40 Value: $7,315.23 P&L: $+604.17 (+7.6%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-03-05
consolidating		 1d $203.86
Now +2.7%		 $188-$194
$214-$220		 $190.91
$216.81		 14 $3,861.89 $-154.64
(-4.0%)
Black-Scholes 		29d
In Zone
#2 2026-02-13
consolidating		 21d $200.06
Now +4.6%		 $184-$190
$210-$216		 $187.35
$212.77		 15 $4,057.51 $+758.81
(+18.7%)
Black-Scholes 		9d
In Zone
UPS United Parcel Service, Inc. Industrials 📈 📊 🔍
Current: $101.14
Credit: $8,200.13 Value: $15,635.77 P&L: $-7,435.64 (-90.7%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-26
consolidating		 8d $116.63
Now -13.3%		 $107-$111
$122-$126		 $109.22
$124.04		 26 $4,112.69 $-3,558.89
(-86.5%)
Black-Scholes 		22d
Outside
#2 2026-02-18
consolidating		 16d $116.12
Now -12.9%		 $107-$110
$122-$125		 $108.74
$123.50		 26 $4,087.44 $-3,876.76
(-94.8%)
Black-Scholes 		14d
Outside
CVS CVS Health Corporation Healthcare 📈 📊 🔍
Current: $78.27
Credit: $8,101.15 Value: $6,017.71 P&L: $+2,083.44 (+25.7%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-25
consolidating		 9d $76.19
Now +2.7%		 $70-$72
$80-$82		 $71.34
$81.04		 26 $2,697.79 $+262.83
(+9.7%)
Black-Scholes 		21d
In Zone
#2 2026-02-23
consolidating		 11d $77.00
Now +1.6%		 $71-$73
$81-$83		 $72.10
$81.90		 26 $2,722.74 $+527.03
(+19.4%)
Black-Scholes 		19d
In Zone
#3 2026-02-10
consolidating		 24d $75.70
Now +3.4%		 $70-$72
$79-$82		 $70.88
$80.51		 26 $2,680.62 $+1,293.57
(+48.3%)
Black-Scholes 		6d
In Zone
KDP Keurig Dr Pepper Inc. Consumer Staples 📈 📊 🔍
Current: $28.09
Credit: $8,226.53 Value: $8,173.54 P&L: $+52.99 (+0.6%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-03-02
consolidating		 4d $29.97
Now -6.3%		 $28-$28
$31-$32		 $28.06
$31.88		 101 $4,130.19 $-798.86
(-19.3%)
Black-Scholes 		26d
In Zone
#2 2026-02-19
consolidating		 15d $29.10
Now -3.5%		 $27-$28
$31-$31		 $27.25
$30.96		 103 $4,096.34 $+851.85
(+20.8%)
Black-Scholes 		15d
In Zone
UNH UnitedHealth Group Incorporate Healthcare 📈 📊 🔍
Current: $285.67
Credit: $8,177.32 Value: $5,633.63 P&L: $+2,543.68 (+31.1%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-25
consolidating		 9d $284.20
Now +0.5%		 $261-$270
$298-$307		 $266.06
$302.34		 7 $2,750.50 $+469.39
(+17.1%)
Black-Scholes 		21d
In Zone
#2 2026-02-23
consolidating		 11d $282.34
Now +1.2%		 $260-$268
$296-$305		 $264.32
$300.36		 7 $2,731.01 $+563.67
(+20.6%)
Black-Scholes 		19d
In Zone
#3 2026-02-11
consolidating		 23d $278.91
Now +2.4%		 $257-$265
$293-$301		 $261.11
$296.71		 7 $2,695.81 $+1,510.62
(+56.0%)
Black-Scholes 		7d
In Zone
NKE Nike, Inc. Consumer Discretionary 📈 📊 🔍
Current: $57.03
Credit: $8,473.95 Value: $12,751.42 P&L: $-4,277.47 (-50.5%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-25
consolidating		 9d $63.40
Now -10.0%		 $58-$60
$67-$68		 $59.35
$67.45		 32 $2,811.34 $-1,484.26
(-52.8%)
Black-Scholes 		21d
Outside
#2 2026-02-23
consolidating		 11d $63.09
Now -9.6%		 $58-$60
$66-$68		 $59.06
$67.12		 32 $2,811.37 $-1,385.40
(-49.3%)
Black-Scholes 		19d
Outside
#3 2026-02-11
consolidating		 23d $62.35
Now -8.5%		 $57-$59
$65-$67		 $58.37
$66.33		 33 $2,851.24 $-1,407.81
(-49.4%)
Black-Scholes 		7d
Outside
LNG Cheniere Energy, Inc. Energy 📈 📊 🔍
Current: $258.57
Credit: $8,632.69 Value: $16,706.63 P&L: $-8,073.94 (-93.5%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-24
consolidating		 10d $220.96
Now +17.0%		 $203-$210
$232-$239		 $206.83
$235.09		 28 $8,632.69 $-8,073.94
(-93.5%)
Black-Scholes 		20d
Outside
COKE Coca-Cola Consolidated, Inc. Consumer Staples 📈 📊 🔍
Current: $202.41
Credit: $8,616.49 Value: $18,507.32 P&L: $-9,890.83 (-114.8%)
Entry Date Held Stock Price Strikes
(Put/Call)		 Breakeven
(Low/High)		 Contracts Credit P&L Expiry
#1 2026-02-09
consolidating		 25d $154.09
Now +31.4%		 $142-$146
$162-$166		 $144.24
$163.94		 40 $8,616.49 $-9,890.83
(-114.8%)
Black-Scholes 		5d
Outside