... for a 4.33 credit. Comments: Rolling to short straddle at the 127. Total credits collected of 11.01 versus the setup currently marking at 16.13. Resulting delta/theta of 22.28/23.54 with a cost basis of 115.99 if assigned on the 125 put.
... for a 7.14 credit. Comments: Inverting my short strangle here ... . Total credits collected of 22.93 on a 15 wide inverted that is currently marking at 26.83 (ugh). Resulting delta/theta of 20.11/26.27 with a cost basis of 182.07 if assigned on the 205 short put.
... for a 2.20 credit. Comments: Rolling down the untested side of my short strangle, the short put leg of which is at the 205. Total credits collected of 11.87 with a resulting delta/theta of 12.67/21.50. Unfortunately, there are only five wides available in the October monthly at the moment, so it's hard to be surgical with adjustments.
... for an .81 credit. Comments: Small delta adjustment here in my short strangle. Total credits collected of 7.04. Resulting delta/theta -20.58/17.32.
... for a 2.47 credit. Comments: Rolling up the untested side to delta balance. Total credits collected of 7.44; delta/theta -12.93/19.76.
... for a 2.47 credit. Comments: Rolled up the untested side to delta balance. Total credits collected of 8.14 with a resulting delta/theta of 18.13/28.26.
... for a .43 credit. Comments: Delta balancing my short strangle to delta/theta <1.0. Total credits collected of 2.49 with a resulting delta/theta of 5.84/6.79.
... for an .87 credit. Comments: Delta balancing my short strangle back to delta/theta <1.0. Total credits collected of 5.60. Resulting delta/theta 7.90/14.39.
... for a 1.64 credit. Comments: (Late Post). Delta balancing. Total credits collected of 3.41.
... for a .65 credit. Comments: (Late Post). Rolled up the short put side of my short strangle to delta balance. Total credits collected of 4.73.
... for a 1.13 credit. Comments: Inverting my short strangle further ... . Total credits collected of 3.59 on a 5 wide inverted (12C/17P).
... for a 1.27 credit. Comments: Delta balancing my IWM short strangle a smidge ... . Total credits collected of 4.08. End-of-day delta/theta 4.86/11.98. Will look at managing any remaining setups that are "out of kilter" on Friday.
... for a 1.35 credit. Comments: Rolling down the untested side of my July 22nd short strangle, the short put leg of which is at the 167.5. Total credits collected of 8.39. End of day delta/theta 7.48/19.31.
... for a 2.93 credit. Comments: Beginning to kind of hate this underlying ... . Rolling in the untested side. Total credits collected of 6.16.
... for a 1.76 credit. Comments: Inverting further ... . Total credits collected of 11.65 on a now 10-wide inverted. Delta/theta 38.22/9.49. I don't particularly like that delta/theta metric, but am about as inverted as I want to go.
... for a 1.40 credit. Comments: Rolling down the untested side of my July 22nd short strangle. Total credits collected of 5.20. Delta/theta 23.62/15.41.
... for a .93 credit. Comments: Rolling in the untested side of my July 22nd short strangle to maintain a <1.0 delta/theta ratio. Total credits collected of 3.80.
... for a 1.64 credit. Comments: Rolling up the short put aspect of my July 1st IWM short strangle, the short call of which is at the 194 to cut the delta/theta ratio to around 1:1. Total credits collected of 6.33. It's now delta/theta -12.03/14.85.