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

• VIX Cash - 11.75
• VVIX at 89, rebounding slightly off late-November ow of 79.
• VIX Futures: Approx. 2.5 point premium cash vs. Jan future.

Russells Weekly Rundown:

• Watching the Dec 28 strike
• VIX Options: ADV - 550k. A decent volume week, several days over ADV, light volume on Friday. Total 4.80m (3.55m Calls, 1.26m Puts)
• Crude Oil: Crude Vol continues to be crushed, now below 30. OIV/OVX - 29, what is the new floor for crude volatility?

Volatility Voicemail: Listener questions and comments

#QuestionOfTheWeek - Major market indices are pushing record highs. Everyone has protection on the brain. How do you protect your portfolio?

• Just Move to Cash/Bonds
• Protective ATM/OTM Put
• Put Spread/Ratio Put Sprd
• Collar or Collar w/Kicker
• Question from Ian Wagner - I am confused. Are there tradable RVX options? CBOE has microsite, but not seeing them listed on brokers. Thanks!
• Question from Eddy - December for volatility; Is this month always the seasonal low for volatility in the year, or is that still reserved for July/August?

Crytsal Ball: Wild prognostication ensues

Last week:

• Mark L. - 12.25
• Mark S. - 11.5
• Russell - 13.5

This week:

• Mark L. - 11.25
• Russell - 12