BOT TO CLOSE VERTICAL RUT 100 AUG 15 1360/1370 CALL @.24
P/L GRAPH:
This spread is around .25c with 50 days to go
not much of a hedge and it wont decay much unless RUT trades much lower.
I’m selling bear calls at 1320 strike (1/2 size) to cut net delta in half:
SOLD TO OPEN VERTICAL RUT 100 AUG 15 1320/1330 CALL @1.30 CBOE
