What is the recommended order of operations when legging into an SPX Iron Condor? Should the put credit spread or the call credit spread be sold first?

In general options trading, legging into an iron condor involves entering the four legs of the position sequentially rather than simultaneously. This approach is often used to capture better pricing on one side before the market moves, though it introduces timing risk and potential for adverse price shifts between legs. The decision of whether to sell the put credit spread or the call credit spread first typically depends on current market momentum, implied volatility skew, and the trader's directional bias at entry. Many traders start with the side showing stronger premium or the one more likely to be threatened by immediate price action. At VixShield, we follow Russell Clark's SPX Mastery methodology which emphasizes the Iron Condor Command as a 1DTE neutral strategy placed daily at 3:10 PM CST after the SPX close. This timing, known as the After-Close PDT Shield, avoids pattern day trader restrictions while allowing the RSAi to finalize strike selection using real-time skew analysis and the EDR indicator. In practice, our preferred order is to sell the put credit spread first, followed by the call credit spread. This sequence aligns with typical end-of-day flows where late-session buying pressure often supports the put side, allowing us to secure the higher credit on the puts before completing the call side for balance. For the Conservative tier targeting a $0.70 credit, we might sell a put spread at the 10-delta level per EDR projections, then immediately follow with the call spread at a similar distance on the opposite wing to maintain neutrality. The Balanced tier at $1.15 credit and Aggressive at $1.60 follow the same leg order but with wider wings when VIX Risk Scaling permits. This order minimizes gamma exposure during entry because the put side tends to have slightly higher vega in contango environments, which we confirm via the Contango Indicator. Once both credit spreads are placed, the position becomes theta positive with defined risk and no stop losses, embodying the Set and Forget approach. The ALVH hedge runs in parallel across three timeframes to protect against volatility spikes, cutting drawdowns by 35-40 percent at an annual cost of just 1-2 percent of account value. Position sizing remains capped at 10 percent of balance per trade. The Theta Time Shift mechanism provides zero-loss recovery by rolling threatened positions forward to 1-7 DTE on EDR signals above 0.94 percent or VIX above 16, then rolling back on VWAP pullbacks. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details including live signal examples and backtested results from 2015-2025, explore the SPX Mastery book series and join the VixShield platform at vixshield.com.