Yesterday:

SOLD 2 Sep futures @ 2176.75
SOLD 2 Aug 17 2170 puts @ 9.75
Bought 4 Aug 17 2195 calls @ 4.45

After looking a lot closer at this last night I decided the max loss wasn’t worth the potential gain so closed it all this morning for a scratch. Watching TT last night a couple guys on there had what I felt was a much better hedge. Lower cost and higher reward than what I was trying. They were going out to Sep and just buying VIX 15/20 call spreads. Only paying about 85 cents so much better R/R than my futures trade.

I haven’t bought those yet but might if we get a pullback in VIX closer to 11…