i posted this on the wrong july monthly thread. This is where I am at the moment.
i have much lower call strikes. 2150/2160; my delta was around 22-23 on the plane last week so I cut net delta in 1/2 but this time as an experiment I used 4 x CFD (= 4 SPX deltas ) instead of a delta 40 SPY call.
I will also look today after work at possibly doing same as you with put side.