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KC RC Volatility
In Response To: Market *PIC* ()

KC AM Straddles: (U 13825)
U 137.5 strd 560/600, 26.3%
V 142.5 strd 1040/1080, 27.5%
X 142.5 strd 1425/1465, 27.55%
Z 142.5 strd 1655/1695, 27.3%
H 145 strd 2190/2240, 26.3%
K 147.5 strd 2500/2560, 25.8%
N 150 strd 2750/2840, 25.45%
U8 152.5 strd 3080/3180, 25.7%
Z8 155 strd 3400/3510, 25.1%

DF AM Straddles: (U 2132)
U 2150 strd 90/98, 25.2%
X 2100 strd 190/200, 24.75%
F 2100 strd 246/258, 24.2%
H 2100 strd 288/302, 23.7%
K 2100 strd 320/334, 23.3%
N 2100 strd 350/370, 23%

Messages In This Thread

Market *PIC*
KC RC Volatility