After yesterday's adjustment on SPX positions, the market continued to rise. Today, the portfolio had reached a Delta of -95. I considered it as too high for my portfolio. It had more than doubled the value of 36 for initial portfolio positions as I analyzed before, even though the current portfolio margin was about twice as the starting margin. So I reviewed existing positions and decided to close out the following IC which had its price close to the right drop-off point and a Delta of about 20.