Slippage right now is 05 at 12x17.  I'm going for 15 on te 19/21 x 27/29 IC but OH is not very good about giving me fills.  I admit, I'm a bit above the midpoint but I figure 15 is fair lol.  I don't plan on going any lower, there will always be another trade and I refuse to force a bad one.

If I don't get filled today, I won't be chasing it but will reevaluate on Friday for a weekly play on VXX.  With IV near 60, I think I can take advantage of this and leave myself plenty of time to manage should a position go south.  On Friay I may be able to capture enough credit to make a call position 2SD outside the stike attractive.

Market is having problems holding these levels and any tankage will cause the VIX and VXX to soar.  Need to be careful on the call side.