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BullishLimited riskIntermediateLong / Debit

Bull Call Condor option strategy

Bull Call Condor is a long call condor placed entirely above the market. It profits if the underlying rises into the zone between the two middle strikes by expiry.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 6 Oct 2026
01k2k3k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
BUYOTM Call22,700165₹112.09
SELLOTM Call22,750165₹91.61
SELLOTM Call22,800165₹73.91
BUYOTM Call22,850165₹58.84
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Buy 1 OTM call at the 22,700 strike for ₹112.09, paying the premium.
  2. Sell 1 OTM call at the 22,750 strike for ₹91.61, collecting the premium.
  3. Sell 1 OTM call at the 22,800 strike for ₹73.91, collecting the premium.
  4. Buy 1 OTM call at the 22,850 strike for ₹58.84, paying the premium.
  5. You pay a net ₹352 upfront for the position. This is the most you can lose.
AT EXPIRY

Below 22,702 you lose, up to ₹352.

Between 22,702 and 22,847 you profit, up to ₹2,898.

Above 22,847 you lose, up to ₹352.

Set-up: Buy 1 lot OTM Call, Sell 1 lot higher OTM Call, Sell 1 lot next higher OTM Call and Buy 1 lot deep OTM Call with same expiration date.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%−₹352
21,950−3%−₹352
22,400−1%−₹352
22,650Unchanged−₹352
22,900+1%−₹352
23,350+3%−₹352
24,000+6%−₹352

How the Greeks affect it

DeltaNear zero
Little direction exposure at entry. The position cares more about how far Nifty moves than which way.
GammaNear zero
Delta changes little as Nifty moves.
ThetaNear zero
Time decay has little net effect.
VegaNear zero
Changes in implied volatility have little net effect.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

When you are moderately bullish and expect the underlying to settle in a price band above the current level.

  • Very low cost for a defined target band.
  • Risk is capped on both sides.
  • Wider profit zone than a butterfly.

Things to watch

  • Loses if the underlying does not rally or rallies too far.
  • Four legs means more brokerage and slippage.

Bull Call Condor: questions

What is a Bull Call Condor strategy?

Bull Call Condor is a long call condor placed entirely above the market. It profits if the underlying rises into the zone between the two middle strikes by expiry.

When should you use a Bull Call Condor?

When you are moderately bullish and expect the underlying to settle in a price band above the current level.

How do you set up a Bull Call Condor?

Buy 1 lot OTM Call, Sell 1 lot higher OTM Call, Sell 1 lot next higher OTM Call and Buy 1 lot deep OTM Call with same expiration date.

What is the maximum profit of a Bull Call Condor?

Limited to the width between the first two strikes less the net debit, if the underlying closes between the two sold strikes.

What is the maximum loss of a Bull Call Condor?

Limited to the net debit paid, if the underlying stays below the lowest strike or rises above the highest strike.

What is the breakeven of a Bull Call Condor?

With Nifty at 22,650, the example on this page breaks even at 22,702 and 22,847 at expiry.

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