1/19 Simulated delta neutral position, These are based on the last trade. Data from FutureSource
Up Date 1/28 Short 1 June futures at 118-31/119-26 (- $ 844.) Up Date 1/28 Long 2 June 119 Calls at 3-15/3-48 + $ 1.031. Profit / Loss + $ 187.
Option cost $6,468.
UScoral, you might as well leave your $10k in your CD.