Update 4/15/10

OEX 1.5 Day IC

I opened the 1 1/2 day versionof the OEX Iron Condor today for a 0.25 credit. OEX was near 553 at the time it was opened and closed at 553.87. The short strikes are at 560 and 545. Today the position was flat.

RUT IC

I was filled on the last part of the RUT iron condor adjustment today, a 740/760/780 unbalanced fly (2/5/3). This gives me 5 calls verticals and 2 put verticals in the position. The position is down 14% overall with RUT up 1.81 to 724.21.

AAPL PCCRC

The AAPL PCCRC finally showed some signs of life today and was up 3%. AAPL was 3.23 and IV in the longs was up 2.5 points in two of the long options and 1 point in the other. Hopefully this is a sign of things to come in the next few days. Overall the position is down 11%.