SPX  2770.59 at 12:15 central.  Jun  29  Expiration.  11 Day Unbalanced Butterfly

B 1   2740 C,  S 2  2770 C,  B 1  2795 C    9.65 Debit. Margin/Risk $965

Beginning Greeks:  Price  2770     Deltas  -1.38   Theta  19    Vega  -58

Profit target and Max Loss:  8 % Profit and 10% Max Loss of Margin/Risk of $965.

Will keep it simple and use no adjustments.

Mid Price now is 9.65 and not filled yet but still keeping my bid at 9.65 Debit.



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