iPath S&P 500 VIX Short-Term Futures ETN (VXX)

[risk on]

I'm IN those calls . Very few little relative to the vast majority of out-date SPY puts. In fact I'd say VXX calls is apx 2-3% of entire holdings, I use VXX, first and really only , as an indicator for SPY. But, I do know that VXX tends to fill all of its gaps , and it's had a $35 gap open for quite a while now.