Give this a look. Wrap your trade range with 20 straddles @35 Linearly add to your position every .20 in increments of100 shares for both long and short bots. Closeout each level at the next level. You should gross $20 each .20 movement with one of your bots and add 100 shares to the other. Liquidate the entire tradeset when either of the bots scale up to 2000 shares. New: Range Overlap rules: You can add to Long Positions higher than your put up to 10 increments. You can add to Short Positions lower than your call for 10 increments. Hold onto the 10th add of 100 shares until the entire tradeset closes out. Your Trade Range starts as 31 - 39 but dynamically adjusts for the overlapped range. ie. if your long bot gets to step 10 of overlapping the short progression your range tightens to 33 - 39 . The options hedge should break even and you capture the curve in .20 increments.