As my original Iron condor was not filled, I revised my Iron condor to shorter range. Though this is no my idea trade but I wanted to benefit from long weekend (due to theta decay). This was one of the most difficult fill for me for two reasons- 1) slow connection speed (I had extended my travel by one more week, and 2) very low implied volatility on call side. It was, I shall say, the most tough fill for RUT in my past nearly 8months. In any case here is what I was finally able to get filled:

• BUY: Call 870 and Put-750
• SELL: Call 860 and Put 760
• Credit: $2.05,
• ROM: 25.7%

The risk to reward graph is not per my desire as its 860 is not even 1 standard deviation away but that was the farthest strike I could have gone for a good risk/reward trade.

Next week, I shall be back and should be opening other income trades. Stay tuned.Profitable trading, OptionPundit