Opening (Margin): /MES February 28th 3890, 3925, 3940, 3960
... short puts.
Comments: Replacing the short puts I stripped off in profit to delta balance what is now the -27, -31, -33, and -36 delta calls. The remaining -42 delta short call at the 4080 is only partially hedged, so position net delta still leans short.
Opened the February 28th 3890 for a 41.00 credit.
Opened the February 28th 3925 for a 49.25 credit.
Opened the February 28th 3940 for a 53.25 credit.
Opened the February 28th 3960 for a 59.25 credit.
Comments: Replacing the short puts I stripped off in profit to delta balance what is now the -27, -31, -33, and -36 delta calls. The remaining -42 delta short call at the 4080 is only partially hedged, so position net delta still leans short.
Opened the February 28th 3890 for a 41.00 credit.
Opened the February 28th 3925 for a 49.25 credit.
Opened the February 28th 3940 for a 53.25 credit.
Opened the February 28th 3960 for a 59.25 credit.