Stock / Symbol: SPDR S&P 500 ETF / SPY; Option Strategy: [private_monthly]double diagonal[/private_monthly]; Price at trade post: $195.45; Reasoning: Putting on an uneven [private_monthly] double diagonal[/private_monthly] on SPY with March expiring options for the short legs. This trade currently has a delta of -0.4, a positive theta of 2.2 and a positive vega of 1.4. […]