Hello, Let's say GDX is at 35, I buy a month long ITM strangle - call at 30 and put at 40. For example paying $1000 for each leg. And the legs are nearly with equal intrinsic values and delta. So can this trade stay neutral (~ $2000) up to the expiration day? Will one leg equally cover the loss of the other leg? Or is it possible to lose the whole $2000 investment or significant part of it?