Delta = 36.95
Gamma = -29.53
Theta = 9.45
Vega = -7.86
My near month ( July 7 days to go) short put has 16 delta. I am watching it to be closer to 30 to close the position.
My near month ( july) short call is already closed.
My position now is
July 43/45 Put 61 Long call
Aug 57/59 Call
IWM still does not have any green shoots. It is getting good support near lower band but the williams is pointing down. So not good entry point again.
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