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KC RC Closing Volatility

KC EOD Straddles: (Z 12805)
X 127.5 strd 450/480, 22.75% -0.25%
Z 127.5 strd 805/845, 23.25% unch
F 132.5 strd 1080/1120, 23.6% -0.3%
H 132.5 strd 1500/1550, 24.2% -0.25%
K 135 strd 1895/1955, 24.8% -0.2%
N 137.5 strd 2160/2240, 24.55% -0.1%
U 137.5 strd 2450/2550, 24.7% -0.1%
Z8 142.5 strd 2850/2950, 24.6% -0.1%

DF EOD Straddles: (X 1968)
X 1950 strd 84/92, 24.15% +0.5%
F 1950 strd 168/175, 23.5% +0.5%
H 1950 strd 216/223, 22.5% +0.35%
K 1950 strd 248/258, 22.1% +0.1%
N 1950 strd 280/294, 21.75% unch