SPDR S&P 500 ETF TRUST
Short

Rolling (IRA): SPY January 28th 468 Short Put to February 4th

123
... for a 1.11 credit.

Comments: The short put aspect of a long put diagonal, the back month long of which is out in June at the 570 strike (See Post Below). Cost basis in the setup is now 95.96 with a 474.04 break even.

The entire setup (i.e., the February 4th 468 short put/June 570 long put) is intended as a short delta hedge against a long delta portfolio, so -- standing alone -- it's less of a statement on where I think the market goes from here and more of statement about my comfort level with being so directional in the current environment. Currently, its short delta metric is -32 or so per contract, so it's not hedging off a ton of long delta at the moment, but I can always add additional setups if I feel the need.

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