Long the NDX 2750/2850 fly here from 29.60 risk (28.95 mid). Goes OTB tomorrow. 5%
Edit: I expected it to be trading at 32-33 on my RV model, so there is some edge to be had, IMO, here at 29.50 mid and 2806 cash. I am looking for a gain of 5 by Noon ET tomorrow.