I opened a call position at VWAP Touch for US500. The strikes I chose were 6910/6915 Calls which is the Positive MVC. I got $0.65. I plan to either close them for $0.10 or cut them if it passes 6871. If price closes above VWAP at 6857.2 I’ll consider opening a Put position as well to counter the climb.
Update: I was able to close my positions for $0.05 at 8:15 AM PST. Price went as low as 6805.