06/29 RUT Iron Butterfly

There was no change in P&L Today, at these levels, I was expecting the trade to be slightly profitable based on last Friday's estimations. However, the difference is so small that it doesn't botter me as much as the SPX discrepancy.

I have orders to execute butterfly rolls on the short CALLs if we move above 515 and 520. The reason to move these short CALL contracts is that they have very little time-value on them, and they are hogging the deltas.

Position's history day-by-day:
06/25 RUT Iron Butterfly
06/24 RUT Iron Butterfly
06/23 RUT Iron Butterfly