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Old 10-11-2014, 06:56 AM   #48
barn32
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Join Date: Jun 2008
Posts: 2,285
Yout T+0 line has a bad downward slope to it on the downside, and you are more than 30 points below your short strike. My interpretation is that you roll down when you go 20 points past your short strike, which in your case is 1090.

The short strike in my position is 1060, and I'll be looking to roll down if it hits 1045-1040.

Off course there is always the chance I am looking at things incorrectly.
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