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

• VIX Cash - 9.99
• VVIX - 82.20
• CBOE Skew Index - 123.65

Russell\'s Weekly Rundown:

• VIX Options: Mon - 558k, Tues - 522k, Weds - 449k, Thurs - 474k, ADV - 727K, VIX Call/Put: 3/1
• Total 7.70M (5.79m Calls, 1.91m Puts)
• Oil plunges 4 percent on disappointment with OPEC cuts

Volatility Voicemail: Options Question of the Week

$VIX =11.20. $VIX June Future = 12.40 $VIX Weekly 11 puts = $.15, Weekly 13 Calls = $.15. What\'s your trade?

• Buy 13 Call for $.15
• Buy 11 Put for $.15
• Sell 13 Call for $.15
• Sell 11 Put for $.15

Listener Questions and Comments:

• Comment from VTrader - When VIX is below 11.5 since 2006, that current difference between from the front month and VIX cash is at its highest.
• Question from Eli Vagan - Did the spike in VIX last week finally break that short Vol feedback loop that everyone is focused on these days?
• Question from Benod - What was the truth behind that VIX strangle last week?
• Question from Allan Nemy - All this action in crude it seems like a good time for some crude Vol products. Why no CBOE crude volatility options?

Crystal Ball: Wild and reckless prognostication

This week:

• Mark L. - 10.25
• Mark S. - 9.75
• Russell - 10.75