$SNPS 20250620 550.0 CALL$ Sell CC for protection 

$UVXY 20250417 20.0 PUT$ Sell covered put

$NVDA CALENDAR 250919/250321 PUT 130.0/PUT 130.0$ Roll

$SPY 20250630 545.0 PUT$ Why not?

$CRM 20250417 300.0 CALL$ Keep CC

$NVDA 20250815 140.0 PUT$ Current nvda 136 put may expire otm. Open a new one

$NVDA 20250131 141.0 PUT$ Roll options to higher strike price

$META 20250117 555.0 PUT$ Reduce leverage for asml sell put position

$ASML 20250117 740.0 PUT$ Roll last week asml put

$PYPL 20250221 85.0 PUT$ Roll current expired 85 put

$NVDA 20250110 136.0 PUT$ Current 130 put is gonna expire otm. Roll to higher future position 

$ASML 20241220 720.0 PUT$ Close the position before being assigned

$PYPL 20241220 82.5 PUT$ Reduce risk exposure 

$PYPL 20250117 92.5 PUT$ Roll near expire positions before fed.  Pypl 20 pe with 20% yoy profit increase, the downside risk is relatively low.

$META 20250620 585.0 PUT$ roll Existing positions