Something other that RUT

I do have some other trades on, other than RUT. First is a WMT iron butterfly, started 5/19. This is sitting well, just need more time to come out of it. IV has been dropping rapidly, but is up 1% since I put on the trade, which isn't helping me. Profit at only +2%.

Next is TEVA, which has been in an amazing channel for months. The run up to 45.88 got very close to 46, which was where I was going to buy in a few 45-47.5 call spreads to cut the delta. Fortunately, TEVA pulled back a little from the day's high.

And I have one long vega trade on, a SPX double calendar. It started as a single 915 calendar on 5/20 when SPX was at $922, but one day later SPX went below 880. This was close to my lower expiration break even, so I decided to buy another calendar a bit lower at 850. I probably won't do anything with this trade until it hits one of the strikes. IV has come up 3% since I put on the trade, helping keep this trade in the game, although down 2%. Plan is when either 850 or 915 is touched to sell the opposite vertical.

Last is COST. I'm currently in recovery mode. That is, I'm trying to recover what I lost. This trade started on 5/19, and in one day, COST experienced a >2 standard deviation move in a day. Even though the move was up, because of the fast move, the volatility jumped up 6%, hurting the trade even further since a butterfly is a negative vega trade. I reacted by buying in 3 47.5-52.5 spreads. The trade is sitting at my max loss of -25%, but with deltas fairly low, I'm going to see if the IV settles down and let the positive theta do it's thing. The last two days has COST coming down a little, maybe working on filling the gap.