Sold 2 SPX and 1 XSP for 80 points below futures price and 2 SPX for 205 points above futures price.

Sold 2 SPX for 85 points below futures price and 2 SPX for 200 points above futures price.

Sold 2 SPX for 80 points below futures price and 160 points above futures price. Let the new year begin.

Sold 2 SPX for 75 points below futures price and 2 SPX for 200 points above futures price. Finally some premiums to work with.

Happy New Year!

Sold 1 SPX and 9 XSP for 80 points below futures price and 1 SPX for 195 points above futures price.

Sold 2 SPX and 2 XSP for 80 points below futures price and 2 SPX for 135 points above futures price.

Premiums up a bit. Not great, but better.

Sold 2 SPX and 1 XSP for 80 points below futures price and 2 SPX for 120 points above futures price. Once again, premiums are terrible, but I am not risking a surprise selloff.

Sold 2 SPX and 1 XSP for 65 points below futures price and 2 SPX for 115 points above futures price. Miserable premium, but I am not going to risk December with a barrier of only 30 points.

Well, I underestimated the holiday spirit. See you on Friday.

Merry Christmas!

Sold 2 SPX and 2 XSP for 80 points below futures price and 2 SPX for 115 points above futures price.

The premiums are terrible, and I received less than half the usual amount, but I am not risking a market going bananas with a small barrier. These calm before the storm days are too scary.

Sold 2 SPX and 2 XSP for 80 points below futures price and 2 SPX for 185 points above futures price.

Settled for premium, since the low IV scares me.