Abstract: Small-maturity asymptotics for VIX options in rough volatility models are known to be a challenging problem. In this talk we report on recent results for two concrete models. For the rough Heston model, we show that similar methods as for the vanilla smile lead to a large deviations principle for the VIX smile. For the rough Bergomi model, we use some tools from the theory of Gaussian processes to establish estimates that are so far a bit weaker than an LDP. Joint work in progress with Benedict Bauer, Martin Forde and Benjamin Smith.