It depends on whether AMZN closes above or below 200. I posted a pic of the put fly, but I am also holding the iron fly as well. Those are not futures options, as they are settled to the price of cash VIX on the opening print this morning. SOQ is similar in function to the SPX/NDX expiration settlement. VXX is a trust which holds the front two futures and some cash. There are often spreading opportunities with VXX and the listed-futures.
Out half at 5.50. Don't like the price-action on AMZN considering the risk in SPX. Will hold remainder to expiration. B/E of 3.50 on remaining half.
Skittish and can't catch a break. Out remainder at 4.70 (75 mid) for sixty cents gain on the full position.
Shorting this close, A of ABC completed imo. Sharp B to follow before rally in to end of month. Your mileage may vary.