VXX

#LongPutDiagonals #SyntheticShortStock – Rolling the whole position for now. On this one looking at maybe later on rolling half to 2019 ITM call spreads @ even (possibly around a 20/30 BeCS) and just regular rolling the other half.

Rolled VXX OCT 20 2017 42.0 Puts to JAN 19 2018 38.0 Puts @ .80 credit