Out of SPY Oct 11 '13 $170 Puts @ $3.17...

$1.25 per share gain on this leg, or 65.10% gross...

Original straddle at $3.82, so if the calls expire worthless, this would be a $0.65 per share loss, or 17% haircut...

Looks like people are buying the dips already and I've still got a $168 straddle going on...