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May 12, 2016 at 11:22 am
#5759
Dan Doherty
Participant
I was travelling Tuesday and unable to enter a revised order to get a fill on the adjusted strikes for this position. This morning, I dropped the call side down and was filled on 1-JUL 2170/2180/1900/1890 IC. The short call delta was 09 at entry, and the short puts were 14. I received .90 cents per side, $1.80 total.