Coffee Traders' Forum - A Discussion about Coffee Futures Trading


Coffee Traders Discussion Forum

Coffee Traders' Forum

Closing Volatility

KC EOD Straddles: (H 12515)
{{G 125 strd 255/285,}} 23.5% +0.8%
{{H 125 strd 665/695,}} 23.1% +0.1%
{{J 127.5 strd 905/945,}} 22.6% +0.1%
{{K 127.5 strd 1125/1165,}} 22.25% unch
{{N 130 strd 1435/1495,}} 22.1% -0.1%
{{U 132.5 strd 1745/1825,}} 22.25% -0.1%
{{Z 135 strd 2100/2180,}} 21.9% unch
{{H9 140 strd 2460/2560,}} 22% unch

DF EOD Straddles: (H 1724)
{{H 1700 strd 104/112,}} 22.7% +1%
{{K 1750 strd 148/158,}} 21.1% +0.5%
{{N 1750 strd 185/197,}} 20.7% +0.25%
{{U 1750 strd 215/230,}} 20.8% unch
{{X 1750 strd 240/260,}} 20.6% unch