We had to manage and protect the CS Nov30th 2575/2560, resulting in an over all lost -7.49%.
Volatiliy keeps extreamly low, not giving much opportunities for selling Put Spreads.
In an attempt to minimize the CS 2575/2600 lost we have opened
4 RUT Nov CS 1570/1580 at 0.96
3 SPX Nov PS 2425/2450 at 1.1
3 SPX Dec PS 2425/2450 at 2
We still have opened Dec 3 CS 2625/2650 looking badly with still two months to go.