The body looks to be at 13 delta, suggesting you are quite bullish. With a IV percentage of around 10, might a long call a reasonable consideration here?
i was worried TLT would wash since bond futs were down AH. so much gap risk in TLT. how’s your fly doing? Are you still in the 152/54/56?
Pvssies? Pvssies? I dare you to say that in front of the CBOE! What better way to go long vol? Please tell us you aren’t afraid of a little theta!