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Closing Volatility

KC EOD Straddles: (H 12200)
{{G 122.5 strd 595/625,}} 23.4% -0.75%
{{H 122.5 strd 855/895,}} 23.45% -0.5%
{{J 125 strd 1050/1090,}} 22.8% unch
{{K 125 strd 1255/1295,}} 22.85% unch
{{N 127.5 strd 1585/1635,}} 23.25% +0.25%
{{U 130 strd 1920/2000,}} 23.8% +0.25%
{{Z 132.5 strd 2270/2370,}} 23.45% +0.25%

DF EOD Straddles: (F 1726)
{{F 1750 strd 33/40,}} Exp Wed
{{H 1750 strd 125/135,}} 22% +0.2%
{{K 1750 strd 168/180,}} 21.8%
{{N 1750 strd 207/222,}} 21.5%
{{U 1800 strd 240/260,}} 21.7%