Rolling (IRA): SPY March 4th 443 Short Put to March 25th 437
.. for a 2.18 credit.
Comments: The short put aspect of a long put diagonal, the back month long of which is in June at the 520 strike. Cost basis in the setup is now 63.58 (debit) with a 456.24 break even.
By widening the diagonal a bit, I'm increasing not only profit potential, but also shortening net delta of the diagonal a little bit since an at-the-money is slightly less long delta than an in-the-money. I'm using this setup as a portfolio-wide delta hedge, so would prefer its short delta not flatten out or at least not flatten out while I still need it.
Comments: The short put aspect of a long put diagonal, the back month long of which is in June at the 520 strike. Cost basis in the setup is now 63.58 (debit) with a 456.24 break even.
By widening the diagonal a bit, I'm increasing not only profit potential, but also shortening net delta of the diagonal a little bit since an at-the-money is slightly less long delta than an in-the-money. I'm using this setup as a portfolio-wide delta hedge, so would prefer its short delta not flatten out or at least not flatten out while I still need it.
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