B2 Dec, S1 Oct, S1 Jan; 1.10 to the sell (current mark). Will hit parity in 2 weeks. Not an options trade but lacking a vol-forum.
rolldown looks good, i agree the fly itself does look dislocated my concern would be the delta aspect of it - the fly is well corred w spot
sounds ok, just watch for curve flip as imo oct short and jan short will outpace dec long by a long shot in a vol rise. still a very directional trade. also long a oct dec trade "elsewhere" is already .10 under , so be careful. you are short oct in 2 different trade set ups.
Great speculative play!!! I saw this and put the same fly on using NOV instead of OCT. I only did it 15 by 30 by 15 or so. Liquidity is poor in those back month futures, a large position can easily get too cumbersome to trade out of. I also traded 22k vix contracts today...this little future fly won't even make a dent in my option portfolio's p/l, more of a test trade with real money.