SPX Fly Adjustment BOT 1 13 APR 17 2390 Call this morning to reduce delta by 80% as SPX moved north at a decent clip. Sold the call when SPX rolled back from 2370 Lost 30 bucks including mish but that's the cost of insurance. The FLY is ITM now. but theta is up today as it should be. This trade has a rule of exiting tomorrow no matter what.