SPX gapped higher and currently trading around 2167. We’re going to move strikes to 2260 (short call) and 1990 (short put). 2260 delta 10 and 1990 delta 12
| IncomeLab Order Ticket | ||||
| Type | Asset | Duration | Strike | C/P |
|---|---|---|---|---|
| BTO | SPX | 2 DEC 16 | 2270 | Call |
| STO | SPX | 2 DEC 16 | 2260 | Call |
| STO | SPX | 2 DEC 16 | 1990 | Put |
| BTO | SPX | 2 DEC 16 | 1980 | Put |
| Total Credit: | 1.7 | |||