Take out my latest short dated Vanilla Option play. I have this expiring tomorrow 10 NY cut. So I have no Theta impacts, so that should give me nice room in the event volatility picks up. My risk is limited to the premium, so as long as we can trade this morning lows I should be quite happy by the end of today. These are US Options so I can exercise whenever. This was an OTM (out of the money put on Sterling). See my thoughts on the link.