... for a 2.17 credit.
Comments: An additive delta adjustment to the current SMH IC I have on. (See Post Below).
With the original setup's short call aspect converging on -25 delta and the short put converging on +10, selling a skewed IC with the oppositionally delta'd short call/short put (i.e., at the +25 short put and the -10 delta short call) to bring back the position back to net delta flat with 63 days until expiry.
4.40 total credits collected with a current delta/theta of 1.02/5.81.
Comments: An additive delta adjustment to the current SMH IC I have on. (See Post Below).
With the original setup's short call aspect converging on -25 delta and the short put converging on +10, selling a skewed IC with the oppositionally delta'd short call/short put (i.e., at the +25 short put and the -10 delta short call) to bring back the position back to net delta flat with 63 days until expiry.
4.40 total credits collected with a current delta/theta of 1.02/5.81.
