I updated my trades in SPX, RUT and 6E futures options. The RUT call credit spread was +$850 in one day! I'm trying to close it on Tuesday. SPX is drifting lower but we are negative delta so that's ok. 6E is going sideways which will help us; however, volatility keeps increasing to the option prices haven't started to decrease much. It's similar to an earnings event with the vote in Scotland on Thursday.
Enjoy the video!
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