NaughtyPines

Closing (Margin): /MCL 69/96 Short Strangle

NYMEX:MCL1!   Micro WTI Crude Oil Futures
... for a 1.68 debit.

Comments: Received 2.00 in credits for this pair of legs. Closing out here for 1.68 as a profitable, subtractive delta adjustment trade. .32 ($32.00) profit. This leaves me (at the moment) with a 10 delta short strangle at the 66/97 and a 17 delta short strangle at the 70.5/93, with the entire position being net delta flat.
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