OPENING: /CL APRIL 16TH 65.5/66.5 SHORT CALL VERTICAL

for a 1.60 credit.

Notes: Adding back in the short delta I took off on Friday just in case something untoward happened over the weekend (See Post Below). Put on in the first expiry in which the at-the-money short straddle is paying >10% of the value of the underlying. Scratch at 17.40.