For the past few days, the market has constantly gone up so on Tuesday, I had to move my butterflies forward. As you may recall, I had put on 12 butterflies instead of 10 at the beginning of the position. With the adjustment forward, I took out the excess butterflies and the position now has the usual 10. I moved the butterflies from 1080 to 1130 with the market at about 1154. The Greek values from Tuesday are: Delta is -26.6, Theta is 102, and Vega is -489.
The risk profile graph can be seen below:
No other adjustments needed to be made to position after Tuesday. The current Greeks are: Delta is -44, Theta is 73, and Vega is -254. The position is currently down $100.
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