... for a 5.16/contract credit.
Comments: Rolling out to the 25 deltas (both sides) right before earnings in lieu of doing an intraexpiry delta adjustment with 28 days to go.
Total credits collected of 2.52/contract (See Post Below) plus the 5.16 here for a total of 7.68/contract. The October 21st 160/210 is currently marking at around 11.50, so I'm still down 3.80 or so per contract. It's an improvement over I was as of the last roll, but I'm still just basically slogging away at a loser here to scratch it out (or make it less of a loser).
Comments: Rolling out to the 25 deltas (both sides) right before earnings in lieu of doing an intraexpiry delta adjustment with 28 days to go.
Total credits collected of 2.52/contract (See Post Below) plus the 5.16 here for a total of 7.68/contract. The October 21st 160/210 is currently marking at around 11.50, so I'm still down 3.80 or so per contract. It's an improvement over I was as of the last roll, but I'm still just basically slogging away at a loser here to scratch it out (or make it less of a loser).
