QuantConnect Lean Improves Margin Calculation for Unequal-Wing Iron Condors

Open-source algorithmic trading engine QuantConnect Lean released version 18126. This update improves margin calculation for unequal-wing iron condor option str

QuantConnect Lean — C#/Python Backtest & Live Engine · Release 18126 · 2026-09-24

Open-source algorithmic trading engine QuantConnect Lean released version 18126. This update improves margin calculation for unequal-wing iron condor option strategies. Margin is now calculated based on the wider spread, more accurately reflecting actual risk.

weltiq perspective: When backtesting complex option strategies, margin requirements are now calculated closer to live trading conditions, improving position sizing and risk management accuracy.

Release Notes Excerpt

Margin unequal-wing iron condors on their wider wing ( #9826 )

Source: https://github.com/QuantConnect/Lean/releases/tag/18126