I am in the PCLN Oct18 900/1000/1100 fly from 54.00 risk (irons) And, SPX Oct4/Oct11 1695 put calendar from 4.00
Paid 23.7 risk for the SPX Oct11 40/90/40 bull fly. It's 23.45 mid at present. Just under 6% on port. Rationale is that we saw -10 on Friday and continuation today on news that was in the mkt. Expect a touch of 90-cash by tomorrow's close.