Quote from atticus:
Short the ES Aug 1075 straddle at 13.00 synthetic (from the car, 3:15-3:30 approx). Currently 12.50 mid.
Worth 5 intrinsic (natural), but I am long ES, short 75Cs, so will go into exp long futures.
Net-long futures from 62.00 (provided 75C expire otm). Will hold futures to 85.00 or 62.00 B/E stop.
