Bit early last time. Stopped out some. Floated some. Trying again now.
Call spreads: 4100 - 4200 & 4200 - 4300 spreads.
OTM puts: Long 3800, 3700 and 3500 strikes. Short 3200 strikes for spreads.
Expiries end of June, July and August for variance smoothing.
Target close 3400.
Call spreads: 4100 - 4200 & 4200 - 4300 spreads.
OTM puts: Long 3800, 3700 and 3500 strikes. Short 3200 strikes for spreads.
Expiries end of June, July and August for variance smoothing.
Target close 3400.