So, VXX closes today at 34.95 at 3:00 central. Options close at 3:15 central time. VXX is trading up between 3 and 3:15 around 35.30 and the Weekly 35 call was trading .46 even though it was out of the money based on the closing price of the VXX. In order to exercise your 35 calls you would have to file a contra exercise advice form with your broker. The question is what percent of these calls do you think would be exercised? Seems like a great play to sell say 10 of the 35 calls at .46 and buy some number of VXX shares in the after hours market, maybe 400 shares? What do you think the right ratio would be here?