Gamestock PMCC

These are two batches of $GME longs with shorts sold against them which I first started buying last October. I started with 20 \~420DTE, \~0.85 ∆ with the underlying trading at about 23 at the time the strike was 15C. With an avg purchase price of 10.30, I was looking to short at about 25 Rows under the first are all shorts up until the break. If 'closing -price/fees/total' are empty the short expired worthless. Under the break are contracts which were sold sort against new longs I was buying with some money laying around/cash flow from the other shorts. While there are some gaps in dates where I deff could have sold some more contracts, I sold about 350 contracts and collected 13500$ in premiums with a current position of 12 longs/shorts or abt -1500 market value. Writing this now because I sold 33/45 contracts Friday afternoon at 10.70 which equals the avg price I paid for the 2nd batch of calls. Last few months I have been opening spreads outright with a maximum price paid of 9.3. Looking at which contract to short always was pretty much; If the call with the strike of avg premiums paid for the long + strike of the long(15C+10.30) is at \~0.3 ∆, short, otherwise wait, if the price rises, would maximum chose a 0.50 ∆ to roll into/short but that hasn't happened