Ha. The 100-130 fly is marked to 6.80 fairval. I'd like to hold it through the weekend for an 8.00 offset.
atticus, I think today is another chance for your fly strategy...especially considering this thread => http://www.elitetrader.com/vb/showthread.php?s=&threadid=100782 GL+GT
I missed neutrality this morning on the touch of 115, so I left 1.50 on the table. I am looking to go long the Sep flies after I am out of the half-position that remains in Aug.
Took a shot on legging the GS Sep 160/190/210 fly and took some heat. Bought the fly at 11.00 synthetically [long spot/short calls/long wings]. Fly market is 10 x 11 with spot at 170.35. Look to hold to a touch of 182.