13th Dec 26600PE 0.672 (short)
27th Dec 26500PE -0.534 (long)
13th Dec 27100CE -0.112 (short)
Current status
27th Dec 26500PE -0.534 (long)
13th Dec 27100CE -0.112 (short)
Current status
Coming to your position the delta is sort of neutral but it's prone to volatility. That is if you are not expecting any volatility then it's fine.
For example if there is a gap down than your 27100 cal will not be able to protect the loss in 26600-26500 put calendar. I'm not sure what will happen in gap up but if it's more than 300 points than the cal will incur more loss.
Whenever we are buying next series and selling current (delta neutral), we are betting that the volatility will not be much. That is because the gamma (change in delta) will be always higher in the current series.
A safer strategy:
27th dec 26500 put (long)
13th dec 26400 put (short)
13th dec cal (long) difference of delta of both the puts
Or
27th dec 26500 put (long)
13th dec 26400 put (short)
(delta neutral ratio)