Sold to open, 2ea Dec 30 2010/2110 BUPS for a credit of 4.45 per spread, 890.00 Total
BTO 2 Dec 30 2010 puts at 2.45, debit at 490.00, purchased at Delta 5
STO 2 Dec 30 2110 puts at 6.90, credit at 1380.00, purchased at Delta 13
SPX was at 2206 at the time..or thereabouts