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

As the market traded towards the low earlier, good bids began to pile up, possibly related to the 140.00 strike as Sep options expire on the 11th. Buying is present. Shallow dips are a good clue to higher prices. Nagual's 141.50 resistance is first target. The arb is 43.80 but was higher as RC was not keeping up.

KC AM Straddles: (U 14070)
U 140 strd 475/500, 25.25% +0.25%
V 145 strd 1020/1060, 28%
X 145 strd 1430/470, 27.9%
Z 145 strd 1690/1730, 28%
H 147.5 strd 2240/2300, 26.8%

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Market *PIC*
Market/ KC Volatility
Re: Market/ KC Volatility