My current IWM
positions are skewing more delta negative than I would like, even after rolling up the short put sides of those yesterday to delta balance. Much as I hate to do it here (general rule: buy on weakness, sell on strength), I'm adding in a "smidgeon" of IWM
long delta here selling the as nearest as I can get to the 20 delta strike on the put side.
If my net IWM
delta skews back long, I'll add in the oppositional call side to this spread, creating a full iron condor in the Dec 23rd expiry.
Filled for a .38 ($38)/contract credit ... .