Because I have virtually nothing on from having gone almost entirely flat pre-Brexit, I slapped this bugger on in the NY morning session ... . It's basically a "classic" skewed instrument iron condor, with the short call at the 75% probability out-of-the-money strike for the expiry; the short put at the 85%.
Filled for a 325/contract credit ... .
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Covering the put side for a .05 debit; rolling the call side out to the Aug 12 1170/1180 for a 1.32 debit and selling the Aug 12 1170/1180 short put vert against for a 1.50 credit, so I'm net credit for the roll. The result is a 1170/1180/1170/1180 iron condor -- an "iron box" with the short put strike at the long call strike and vice versa ... . Naturally, this isn't ideal; at this point, shooting to get the trade back to "mere scratch."