Bought to close VXX 06/26/2020 36.50 Diagonal Calls / Sold VXX 07/02/2020 41.00 Diagonal Calls @ 0.52 Credit plus and extra 4.50 improvement in the short strike price.
Sold the 36.50 Calls @ 1.63 and covered them @ 1.00 although they looked like they might expire early this morning.