6/26/17 VIX trade update: The VIX did just generate a short term sell signal but if the market volatility remains high I am not real concerned with a longer term trade like the one I initiated. So I would just continue to hold instead of exiting the July expiry $11 calls at this point.

http://bigcharts.marketwatch.com/advchart/frames/frames.asp?show=&insttype=&symb=vix&x=63&y=19&time=18&startdate=1%2F4%2F1999&enddate=6%2F12%2F2017&freq=7&compidx=aaaaa%3A0&comptemptext=&comp=none&ma=0&maval=9&uf=0&lf=1024&lf2=2&lf3=8&type=2&style=320&size=4&timeFrameToggle=false&compareToToggle=false&indicatorsToggle=false&chartStyleToggle=false&state=11