Our open positions look as follows:
All positions look safe, with very lows Deltas.
On Dec expiries no concern,
|PS RUT||930||940||05/10/2015||0.8||Delta 1|
|CS RUT||1270||1280||08/10/2015||0.702||Delta 2|
|CS SPX||2200||2210||08/10/2015||0.5||Delta 6|
and on Jan16 CS 2230/40 at 0.8 with Delta 8 still looking good.
Would like to add a PS on Jan16 if we get and oversold position any time. We missed the opportunity markets gave us 12 days ago with SPX near 2000.
SPX looks moving on a range now, I would not be surprise to see the index moving further up.
RUT is finding resistance at 1200, psycological number and previous resistance. I see the index moving up as well in the following weeks.