Can you post a screenshot of your VAR and portfolio delta (from the TWS Risk Navigator) after the market reopens? I traded this way during the volatility in early 2018 and it was suicidal. The strategy (if you could call it that) was long gamma on short-dated slightly OTM options. I did not hold overnight.
Yeap. Check this: https://www.ig.com/au/indices/markets-indices/weekend-wall-street This was -800 a few hours ago and now it is +260 We will open slightly up. Now the night is long so that still could change a lot.