09/17 RUT Iron Butterfly

I usually don't do make any adjustments until end of day, but I was going to have a busy time at closing, so I made my move intra-day: I did a butterfly roll to move my short 590Call and place it at 620. To balance the adjustment I sold one of my extra long Calls. This added theta to my position and kept the delta in pretty much the same shape.

Notice on the Price action chart that the RUT is a bit more active than the MNX, with a few extra bigger days of price movement.