Just before the Fed announcement in case things got crazy:
Bought to Open VXX Jan 15 2021 41.0 Calls / Sold to Open VXX Dec 18 2020 18.0 Calls @ 0.02 Credit.
The short is very easy to roll up but I don’t think I’ll need to.
I do expect I’ll have some free longs by Friday that I can write against several more times.