Hi All,
This is a little late as I’ve been traveling this week.
Yesterday:
On the June M3, I rolled back one of the 2 – 760 butterflies to 740
On the Bearish Butterfly, I removed the 810 Butterfly due to Delta / Theta ratio being over 1.5/1
Today:
On the bearish Butterfly, I rolled the 790 butterfly back 20 points due to a Delta/Theta Ratio being over 1.5/1 and reset reference point to 750
I’ll give full details with the trade update over the weekend.
Happy Trading!
John
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