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How to Settle a Spread or Condor at Expiration

When a multi-leg position expires with its legs on different fates — one assigned, the rest worthless — neither Close nor Mark as Expired is right. Settle at Expiration takes one settlement price and proposes an outcome per leg.

6 min readUpdated

A spread expires as a set of separate contracts, and the clearing house settles each one on its own. That is why a breached condor finishes with one leg assigned sitting beside three worthless ones — and why it needs an action that can record both outcomes at once.

// 01 · the problem

Why settlement is its own action

At expiry, each contract in a spread is settled independently. If the underlying finishes between your strikes, some legs are in the money and some aren’t — so no single outcome describes the position.

ActionWhat it assumesWhy it's wrong here
Close PositionEvery leg was traded out at a price.Legs that expired worthless were never traded out at all.
Mark as ExpiredEvery leg finished worthless.Books the in-the-money leg at nothing, losing the assignment.
Settle at Expiration…Legs may differ.Correct — one price in, an outcome per leg out.

// 02 · building

Group legs into one position

If you entered the legs separately, fold them together first so the position settles as a unit.

  1. On one of the legs, open the menu and choose Group.
  2. Pick the sibling legs

    The dialog lists the other positions on that ticker that can be folded in. Select the ones belonging to this spread and confirm.

Grouped the wrong rows? The position menu has Ungroup Legs, which puts them back as they were.

// 03 · building

Add a leg to a position

Add Leg goes the other way: it opens a new contract already attached to an existing position, which is how you turn a single short put into a spread without entering and then grouping.

It is offered in two places, and they are not the same menu. On a single leg’s own row it appears while that trade is open and the position still has one leg. On a multi-leg position’s summary row it is always there until the position closes — so a spread can be widened into a condor without ungrouping anything first.

// 04 · the screen

Settle at expiration

  1. Open the position menu

    On the position’s summary row — the one carrying the strategy name, not an individual leg — open and choose Settle at Expiration….
    A position’s menu, not a leg’s. Note Add Leg sitting here — that is how a spread becomes a condor.
  2. Enter the settlement price

    One price for the underlying. Each leg is then proposed as assigned (short and in the money), exercised (long and in the money), or expired worthless — using the clearing-house convention that in the money means by 0.01 or more.
  3. Adjust any row that's wrong

    The proposal is a starting point, not a verdict. Change any leg’s outcome directly, and set a per-leg price where one is needed — that price applies only to assigned and exercised legs.
  4. Say which shares a short call delivers

    If a short call is set to assigned and isn’t linked to a holding, you’re asked which lot the shares come from. Leaving it unlinked records the assignment as uncovered rather than silently picking a lot.
  5. Commit

    All legs are saved in one atomic call, so the position can never be left half-settled.

// 05 · calendars

When only the front leg has expired

A calendar or diagonal spread has legs on different expirations, so the front leg reaches expiry months before the back one.

Choosing Mark as Expired on that position asks you to confirm first — because you asked to expire the whole position and are about to get something narrower. Confirming books the legs that have reached expiry and leaves the rest running, so the position sits partially settled until the back leg finishes.

// 06 · the gates

When the action isn't there

Group isn’t on my trade

Group exists to fold separate entries into one position, so it retires once the position already has more than one leg. The count is by structural leg, not by row: a partially closed position splits into similar-looking sibling rows, and those still count as one leg, so the action stays.

It is also hidden on any trade that is part of a roll chain — one that was rolled from an earlier contract or has been rolled into a later one. Those rows are already threaded to a neighbour, and grouping them would give one trade two different notions of what it belongs to.

Add Leg isn’t on my trade

On an individual leg’s row it needs the trade to be open and the position to still be single-leg. If the position already has several legs, use the position’s summary row instead — Add Leg sits there for any position that isn’t closed.

Can I assign just one leg of a spread?

Yes — and this is deliberately not gated the way Group is. Each contract settles on its own, so a breached condor finishes with one leg assigned beside three worthless ones, and that leg has to be recordable in place. Use Mark as Assigned on the leg itself, or settle the whole position at once.

I settled it the wrong way

A closed or settled position has Reopen Position on its menu. It reopens the legs that were closed or expired; a leg that was assigned or exercised has already moved shares and isn’t undone that way — when only those remain, the action says Nothing to reopen rather than doing something partial.

Settle at Expiration is refused

The same rule that governs expiry applies: nothing can be settled before it has reached its expiration date — and for a position, the date that counts is the earliest open leg’s. See the expiry rule on the option-endings guide.

Show Legs opens the position so you can check which leg is holding the date.

Frequently Asked Questions

My condor was breached on one side. How do I record it?
Use Settle at Expiration on the position rather than closing or expiring it. Enter the underlying's settlement price and each leg gets a proposed outcome: a leg in the money by 0.01 or more is assigned if short or exercised if long, and the rest expire worthless. Every row stays editable before you commit, and the whole set is saved in one go.
Why shouldn't I just use Close Position or Mark as Expired?
Close Position asks for a price on every leg, which is wrong for legs that simply expired worthless. Mark as Expired books every leg worthless, which is wrong for the leg that finished in the money. Settlement exists because a breached position needs both outcomes in the same commit.
Why is Add Leg missing from my spread?
It has moved, not gone: on a multi-leg position Add Leg sits on the position's summary row rather than on each leg. Group is the one that retires once a position has more than one leg, because it exists to fold separate entries together. Counting is by structural leg, so a partially closed position that shows several similar rows still counts as one leg.
Can I record one leg of a spread as assigned on its own?
Yes. Assign and Exercise are deliberately not restricted to single-leg positions, because each contract settles on its own — one leg of a condor can finish assigned while the others expire worthless, so that leg is recordable where it sits.
What happens if only the front leg of my calendar spread expired?
Marking the position expired is offered as normal, but it asks you to confirm first, because only some legs have reached expiry. The front leg is booked expired and the back leg keeps running, leaving the position partially settled.

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