Bears shown up today and changed the pattern of run up in the day. SPX and RUT pulled back about a half percent. It's a small relief for my portfolio. The SPX daily uptrend is still intact and 4 hr BB is in squeeze mode. It's just a small break. We may see the trend resume soon. I need a little longer chop or pull back to unload some of my bear calls.
Three of my puts orders got filled. Also closed couple of calls for tomorrow's expiration. Overall my Delta is still in negative big time. I need to watch out my total size of positions. The IB account is getting risk fees. I have couple positions to rollover tomorrow.
Risk factors look much better today. Margin ratio is at 45%. I plan to hedge more to reduce my negative Delta.
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