Sold $SPX 6/10 2720/2695 BuPS + 2900/2935 BeCS @ 7.00 overall credit. Leaning a little big long with the short puts at 22 delta and the short calls at 12 delta.
Sold $SPX 6/10 2720/2695 BuPS + 2900/2935 BeCS @ 7.00 overall credit. Leaning a little big long with the short puts at 22 delta and the short calls at 12 delta.