the position swings to a nice PL +500. Will wait for more hints from the market before closing any or all of the legs.
Why you did not take your profits on the 38 call? I am guessing it is because you wanted to limit the upside risk on VXX. Did you consider other (partial) alternatives such as selling a put at strike 33, and use the proceeds (of part of them) to buy OTM calls? The 33/38 call spread is like buying a 38 put, and selling a 33 put, which can make you net premium, and time working against you if VXX does not move.
I am working on closing the positions. Today I closed SPY leg for +500. The remaining positions have -200 Unrealized. Since I have +300 cushion I will wait for a few days and try to catch better exits for GLD put and VXX call spread.
Closed GLD Put for +$43. Total realized profit so far (including SPY call profit): $562 VXX call spread shows -$500 unrealized. The position has zero risk. So I decided to keep it as long as Expr unless it turns positive (seems unlikely now but still 10 days to go, -10% move in VXX is not impossible).