Sell to Open

Tuesday 28/4/09

Short
-4 MDY 100 MAY 09 111 CALL @.40, MDY MARK 99.26
-4 MDY 100 MAY 09 84 PUT @.60, MDY MARK 97.74


Short
-1 RUT 100 JUN 09 590 CALL @2.20, RUT MARK 472.22
-1 RUT 100 JUN 09 340 PUT @3.70, RUT MARK 465.71

I legged in these strangles today. Market to open down, so sold the puts first.
Let it recover then rally, then sold the calls.