This a trade I put on a few days ago. Short 1 ESU19 ( ES mini futures contract and 2 short Puts. Delta now is -1.39 -- Friday afternoon 12:00 Noon on August 23, 2019
Alternative, except today is Friday, would be to cash in the future and hold the option 28 days to expiration collecting about $100 a day in Theta. Then on Sunday afternoon sell a future against the Puts
Just working the original greeks, I would've jumped -- that $100 theta is matched to a $300+ dollar vega going the other way. But the reason I'm posting is that the risk graph you're showing seems awfully broad, and awfully *flat* -- and seems SO flat that it would be easy to justify staying in, instead of jumping. Not knowing the ins and outs of that platform (ToS?), it's kinda hard to say. Lots of cues to action, but a good portion conflict.