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This episode was originally posted on August 28th, 2017.

Volatility Review: A look back at the week from a volatility perspective.

The numbers:

• VIX Cash - 12.33, a high of 14.45 on Monday.
• VVIX - 100
• CBOE Skew Index - 130

Russell's Weekly Rundown

• VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts)
• VXX reverse split trade

Volatility Voicemail: Listener questions and comments

Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right.

Question from FContangotrader - What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work

Comment from FContangotrader - Mark Sebastian, so how do you hedge your gamma and your mother in law?

Crystal Ball: Wild and reckless prognostication

Last week

• Mark L. - 13.55
• Mark S. - 12
• Kevin - 18.25
• Guest - 14.30

This week

• Mark L. - 11.75
• Mark S. - 11.00
• Russell - 10.80