I take down the straddle,smack the 2 bid on the puts and bang out the 1.05 bid 2x on the calls and buy the 65 strike at .05..In the 55 -60-65 fly for .10... No need to look at greeks,market making 101
You could also bang out the 55 calls 2x ,sell the 65 put,buy the 65 call snd be short the box at 10.20..(short 55-65 call spread, short 65-55 putspread)