Market Neutral in a rally. Original 3000 Put calendar morphed into 3000/3010/3015 Diagonal (eliminate upside risk). Add 3120 Call Calendar. DELTA pushed to +10. Negative GAMMA will pull DELTA flat over next few days. THETA accelerating. $SPX #OptionsTrading #DeltaNeutral https://t.co/Zm9RVjZsJy