Max Profit: 106/contract Max Loss: 194/contract Break Evens: 245.94/273.06 Theta: 1.86 Delta: -1.75
Notes: Replacing an iron condor I closed earlier to keep my risk constant throughout the cycle and given this high volatility environment. It also has the effect of adding a smidge of short delta to my core position, which has turned slightly long in this down move. After the earlier closing and this opening: Scratch point for the core position is 10.52.