#FuzzyLEAPs i think today set a record for biggest LOSSES in a roll. I actually had one decent pullback for profit but was holding out for more when it bounced to never return. The saving grace is we had a good up day. This strategy is crashing down around me and I’m only holding on with hopes that I can better manage roll-downs on future drops. I think after today I’m going to start rolling out in the future rather than continuing to try swing-rolls; they worked great during June’s downside warning, but have flopped dramatically for the past month.
Rolled $XSP Sep 17th 779 puts to Sep 18th 779 puts, -1.60 debit
Rolled $XSP Sep 17th 784 puts to Sep 18th 784 puts, -1.10 debit