I rolled up the put wing of my May 20th SPX iron condor to balance a little delta here on this upmove, receiving a $55 credit/contract to do so. (I originally legged in first to the call wing, and then into the put wing (See Posts Below), and then I widened the strikes from 5 to 10 at some point, but neglected to post it here ... ).
I'm adding on a touch of long delta here so that my core SPY position doesn't stray too far to the negative side. The first thing I looked at, however, was whether I could peel off some short call spread action to balance instead, but most of the spreads have not yet decayed enough to make that worthwhile ... .
Filled for $41/contract ... .
