I sold the 770 and 790 put butterfly for $560 and $865 respectively and bought the 810 and 830's. The RUT hit the 830 add point and still had a delta theta ratio over 1.5 so I rolled the lowest butterfly to 830, this gave me a delta theta ratio of around one so this is good. I also anticipated a problem of going over the maximum amount allotted for the trade of $5000. so i kept it as a 2 butterfly trade. The RUT is now at 1:52 PM 842.97 so there is a good chance that it will be above the 840 roll point at 3:30 that I use for the official check the trade time so it would have triggered the roll to 830 anyway.
Risk graph after the adjustments
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