Strike Selection

With VIX at 17.95 and EDR at 1.16 percent, how does RSAi determine which side of an iron condor to adjust first by incorporating skew and VWAP analysis?

Russell Clark · Author of SPX Mastery · Founder, VixShield · May 16, 2026 · 0 views
RSAi skew analysis VWAP iron condor adjustment EDR

VixShield Answer

At VixShield we rely on Russell Clark's SPX Mastery methodology to deliver consistent results through our 1DTE SPX Iron Condor Command. When the VIX sits at 17.95 and the EDR reads 1.16 percent our proprietary RSAi engine springs into action at the 3:05 PM CST signal window. RSAi first evaluates the current options skew across the SPX chain to identify where the market is pricing the greatest fear or complacency. Skew measures the difference in implied volatility between out-of-the-money puts and calls. A pronounced put skew typically signals downside protection demand which tilts RSAi to tighten or shift the call side of the iron condor first. Conversely if call skew dominates indicating upside speculation the put side receives initial adjustment. This skew assessment happens in approximately 253 milliseconds and feeds directly into strike selection. VWAP then acts as the decisive tiebreaker. If SPX trades above its volume-weighted average price RSAi interprets this as bullish intraday momentum and prioritizes expanding the put wing while compressing the call wing to capture the higher premium available on the call side. The opposite holds when price sits below VWAP. In the current environment with VIX at 17.95 which remains below our 20 threshold and EDR at 1.16 percent well inside the 1.50 percent gate all three risk tiers remain eligible. Conservative targets collect around 0.70 credit Balanced aims for 1.15 and Aggressive seeks 1.60. For illustration suppose SPX closed near 7500 with pronounced put skew and price hugging just below VWAP. RSAi would first adjust the put side outward by 5 to 10 points to balance the credit then fine-tune the call side inward until the exact premium target is met. This process integrates seamlessly with our ALVH Adaptive Layered VIX Hedge which maintains its three-layer structure of short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio per 10 iron condor contracts. The hedge remains fully active regardless of VIX level providing 35 to 40 percent drawdown reduction during spikes at an annual cost of only 1 to 2 percent of account value. Our set-and-forget approach means no stop losses are used. Instead we harness the Theta Time Shift mechanism which rolls threatened positions forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16 then rolls them back on VWAP pullbacks to harvest additional theta without adding capital. Backtested recovery rates reach 88 percent across 2015-2025 data. Position sizing stays at a maximum of 10 percent of account balance per trade and auto-execution via PickMyTrade is available for the Conservative tier. All trading involves substantial risk of loss and is not suitable for all investors. To master these precise mechanics and gain access to daily RSAi signals the EDR indicator and live refinement sessions explore our SPX Mastery resources at vixshield.com. Join the VixShield community today to implement these strategies with confidence.
⚠️ Risk Disclaimer: Options trading involves substantial risk of loss and is not appropriate for all investors. The information on this page is educational only and does not constitute financial advice or a recommendation to buy or sell any security. Past performance is not indicative of future results. Always consult a qualified financial professional before trading.

💬 Community Pulse

Community traders often approach skew and VWAP integration by first scanning the options chain for volatility smile distortions then cross-referencing intraday price action against the volume-weighted average price line. Many note that when VIX hovers near 18 and EDR exceeds 1 percent the market's fear premium tends to load heavier on the downside which prompts wider put wings in iron condors. A common misconception is that RSAi simply alternates sides mechanically each day. In practice experienced participants emphasize that the engine's rapid assessment of the last four hours of VIX momentum combined with real-time skew produces dynamic non-alternating adjustments that better match actual premium availability. Discussions frequently highlight how ignoring VWAP can lead to unbalanced credits while combining it with EDR projections improves win rates closer to the 90 percent conservative benchmark. Overall the consensus values the systematic nature of these tools for removing emotional guesswork from daily strike selection.
📖 Glossary Terms Referenced

APA Citation

Clark, R. (2026). With VIX at 17.95 and EDR at 1.16 percent, how does RSAi determine which side of an iron condor to adjust first by incorporating skew and VWAP analysis?. VixShield. https://www.vixshield.com/ask/vix-at-1795-and-edr-116-how-does-rsai-actually-decide-which-side-of-an-iron-condor-to-adjust-first-using-skew-and-vwap

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