Glad I held my short through the weekend. The other big Greece news is that they're in a depression (not sure that's really news but it DOES prove that recent efforts and any future efforts are futile and even Greece thinks so).
I agree. I don't see how this could've been "built-in" by the market.
By the way, how's the risk/reward on your VXX put spreads vs. SPY call spreads? I was looking at charts of VIX/VXX/XIV, etc. and it seems like VIX is a good short whenever the oscillators are overbought. I'm sure it pays to look to see whether VIX is in backwardation or contango as well.