Indices' futures drift down overnight following European market. However they recovered right before US opening. After initial pushing down indices kept moving up by later morning and never looked back. ES and SPX finally closed the gap around 2040 left from last Dec. The recovery is completed.
12 orders today. I rolled over all of my ITM and near TM positions. Some of them made right on target and some got squeezed to the last. It was meant to be that way since I had positions near the money on both sides. My P/L swings pretty wild lately due to these near money positions. I have only one SPY 203 calls to roll by tomorrow.
Risk factors bounced back after I closed some of bear calls. Margin ratio is back to 41%. However it will drop again after the long calls expired tomorrow. I will buy more calls to hedge it.
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