Opening (Margin): /MES February 17th 3530/4080 Short Strangle

28
... for a 48.75 credit.

Comments: An additive delta adjustment trade ... . 48.75/20 = $243.75 credit received. Because the remaining short strangle that I had was short the 19 delta put and short the 14 delta put, I sold the 14 delta put and the 19 delta call to delta balance, resulting in a net delta neutral position.

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