Sign up ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

Is there a good quantitative model to estimate how much slippage is required to execute a particular option spread trade?

For example, let's say you want to execute an Iron Condor. Given X, Y, Z market conditions, how much slippage does one need to give up from mid-price to have the order executed?

share|improve this question

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.