Today, I rolled twice on the short leg of SPX (June 7500) out and down to July-10 7400 for tinny credits.
Resulting position: Jun-2027/Jul-10-26 7500/7400 Put Diagonal , still +0.05 delta.
This position still has the largest $delta in my accounts, even though reduced quite some from the rolling.
This may not make sense purely from how much cumulative theta this would have given up vs daily rolling, but I wanted to manage risk before things settle down.
Will try to keep the short leg close to ATM with future adjustments, or keep the structure close to delta neutral.