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Closing Volatility

KC EOD Straddles: (H 13020)
{{G 130 strd 490/510,}} 25.5% +0.1%
{{H 130 strd 890/920,}} 26.2% +1.4%
{{J 132.5 strd 1125/1165,}} 25.2% +1.1%
{{K 132.5 strd 1355/1395,}} 24.6% +1%
{{N 135 strd 1665/1715,}} 24% +0.9%
{{U 137.5 strd 1980/2060,}} 23.8% +0.7%

DF EOD Straddles: (H 1733) unch
{{H 1750 strd 108/116,}} 21.5%
{{K 1750 strd 154/164,}} 21.15%
{{N 1750 strd 194/206,}} 20.9%
{{U 1800 strd 228/242,}} 21%
{{X 1800 strd 255/270,}} 20.85%