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September 28, 2015 at 3:12 pm
#4325
IncomeLab (Old)
Participant
Closed the speedbump:
SOLD -1 RUT 100 (Weeklys) OCT5 15 1020 PUT @12.70
Decided to sell some call spreads instead of rolling down put spreads to cut NET delta from about +60 to +30:
SOLD -5 VERTICAL RUT 100 OCT 15 1135/1145 CALL @2.30 CBOE