In the Saturday Report, I described two VXX trades I would be making Monday morning. VXX opened over $3 lower than it closed Friday.  Accordingly, I am lowering the strikes across the board, and these are the trades I placed and the prices I paid or received:

 

BTO 1 VXX 23Dec16 32 put (VXX161223P32)

STO 1 VXX 11Nov16 35 put (VXX161111P35) for a credit of $.11  (buying a diagonal)

 

BTO 2 VXX 23Dec16 32 puts (VXX161223P32)

STO 2 VXX 11Nov16 32 puts (VXX161111P32) for a debit of $1.50  (buying a calendar)

 

Happy trading.

 

Terry