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September 21, 2015 at 10:20 am
#4296
IncomeLab (Old)
Participant
BOT +5 1/1/2/2 ~CONDOR RUT 100 OCT 15 1180/1190/1220/1230 CALL @2.13 CBOE
Rolling up 1180/1190 BCs to 1220/1230 in the same cycle and increasing size to balance this IC:
1220C delta around 15, if RUT starts to ramp up I’ll look to manage position’s NET delta with options that have 35+ DTE
- This reply was modified 7 years, 10 months ago by IncomeLab (Old).