Closed 1/2 of original bear call spread for 1.10db:
BOT +5 VERTICAL RUT 100 JUL 15 1310/1320 CALL @1.10 CBOE
1310 strike’s delta is 12. When/if that goes to 20 I will look to roll up the rest of 1310/1320 bear call and add to full size, for now this reduces NET delta from -27 to -5 and that is the purpose of this adjustment.
