Jeff 5:41 am on Monday, November 6, 2023
Tags: SPX1dte ( 1,714 )

SPX trades 11/6

#SPX1dte Sold to Open $SPX Nov 6th 4295/4315-4405/4425 condors for .85, deltas -.06 +.06, IV 20.9%

Jeff 9:15 am on Monday, November 6, 2023

Sold 4320/4435-4390/4410 condors for .60. This rolls in both sides tighter, without closing the original. The put side is only 15-wing to avoid stepping on the 4315 strike from first condor.
- Jeff 10:52 am on Monday, November 6, 2023
  
  Closed 4335/4320 put spreads for .35
  - Jeff 12:48 pm on Monday, November 6, 2023
    
    All else expiring. I looked to sell a condor for Tuesday, but deltas are giving me a 95 point spread, which is only 5 better than I got from this morning’s same-day. IV for tomorrow is only 13.3%, which is much less than this morning’s 20.9%. So I’m going to wait for morning, assuming I will get a similar width with the higher IV, and will be able to account for any overnight moves.

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