Seems like net effect is removing 1 lot on the call side and moving the hedge from 2110 to 2100 and one week in to match expiry date?
So why did you do that? in terms of credit/risk/greeks — To manage your deltas but you also reduce your position at the same time?
Since you went for 10 lots to 9 lots how could you replicate that from smaller lots?
Im trying to understand this adjustment vs you just removing 1 call spread and keeping the hedge.