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Closing Volatility

KC EOD Straddles: (H 12840)
{{G 127.5 strd 350/380,}} 22.75% -1%
{{H 127.5 strd 745/775,}} 23.6% -1.5%
{{J 130 strd 995/1035,}} 23.35% -0.6%
{{K 130 strd 1200/1250,}} 22.75% -0.7%
{{N 132.5 strd 1525/1585,}} 22.65% -0.5%
{{U 135 strd 1850/1920,}} 22.8% -0.4%

DF EOD Straddles: (H 1724)
{{H 1700 strd 104/112,}} 21.5%
{{K 1750 strd 151/161,}} 21%
{{N 1750 strd 190/202,}} 20.75%
{{U 1750 strd 225/240,}} 21.25%
{{X 1800 strd 250/270,}} 20.75%