Volatility Views 235: The Mysterious Seasonality of Volatility

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