Great day all across the board. What else can I say? It was specially good to see RUT back in the "zone". Will appreciate if it stays there for the next 20 days or so :)
Note: While reviewing the risk profile, it seems that the short delta that means being down by 1.5x the cashflow oscilates between 28 and 29 for the PUT side, and 30 and 31 for the CALL side. I'm being a bit over-detailed on my trades, but I've moved the PUT stop to short delta at or bellow -29 and CALL stop to short delta at or above 31.
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