I sell APC 90 calls. I am already short 72.5 puts and 80 puts. Today's sharp decline on no news is scary. I am now short a skewed strangle, which is net long.
My GLD position is showing slightly negative delta, positive theta. I will edit the other post to reflect that.
Long APC IBM MCD SPY XRT
net short GLD
* long BRKB IWM
* short GDX
* delta is near zero on these positions
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