Coffee Traders' Forum - A Discussion about Coffee Futures Trading


Coffee Traders Discussion Forum

Coffee Traders' Forum

KC RC Closing Volatility

KC EOD Straddles: (H 12820)
{{F 127.5 strd 420/450,}} 22.35% -0.5%
{{G 127.5 strd 835/865,}} 23.35% -0.2%
{{H 127.5 strd 1085/1115,}} 24% -0.2%
{{K 130 strd 1475/1525,}} 23.75% -0.2%
{{N 132.5 strd 1815/1865,}} 24.1% -0.2%
{{U 135 strd 2150/2200,}} 24.3% -0.1%
{{Z 137.5 strd 2540/2600,}} 24.2% -0.1%

DF EOD Straddles: (F 1720)
{{F 1700 strd 77/83,}} 22.9% +0.75%
{{H 1700 strd 140/148,}} 21.75% +0.5%
{{K 1750 strd 179/189,}} 21.3% +0.5%
{{N 1750 strd 216/228,}} 21.3% +0.25%
{{U 1750 strd 245/260,}} 21.4% +0.25%