Standard Deviations Theories, One Week Later

So to test all the SD crap I went through a couple of weeks ago, I "sold" 1SD OTM iron condors on 10 stocks for around $200-250 credit in total. Here's a quick table:

Name	Starting $	Current $	P/L
NFLX	0.82	1.23 (closed)	-0.41
V	0.84	0.85	-0.01
Z	0.75	1.31	-0.56
FSLR	0.39	0.5	0.11
TSLA	0.93	1.03	-0.1
FEYE	0.55	0.29	0.26
DDD	0.5	0.41	0.09
HPQ	0.23	0.03 (closed)	0.2
P	0.32	0.2	0.12
TWTR	0.35	0.46	-0.11
			-0.41

All current underlying prices are well within the strikes of the condors, so theta collection should be robust this week. Positions are closed at +50-75% or -50%. In the case of NFLX, it skyrocketed upward out of nowhere, and HPQ released earnings last week, so profits came from vol crush, not theta decay.

*FSLR is a loss of 0.11, not a gain, making P/L -0.52