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KC RC Closing Volatility, Activity

KC EOD Straddles: (H 12395)
G 125 strd 220/250, EXP FRI
H 125 strd 640/670, 22.7% -0.6%
J 127.5 strd 900/930, 22.6% -0.4%
K 127.5 strd 1115/1155, 22.25% -0.3%
N 127.5 strd 1390/1440, 21.75% -0.25%
U 130 strd 1700/1770, 22% -0.1%
Z 135 strd 2070/2160, 21.75% -0.1%
H 137.5 strd 2385/2485, 21.65% -0.1%

DF EOD Straddles: (H 1726)
H 1750 strd 100/110, 22% -0.5%
K 1750 strd 146/156, 20.9% -0.25%
N 1750 strd 183/195, 20.45% -0.25%
U 1750 strd 213/227, 20.5% -0.25%
X 1750 strd 240/255, 20.3% -0.25%

Notable Options Trades:
DF 500 K 1900c vs 1730, 21d sold at 22 (21.2%)
DF 400 H 1800c vs 1725, 30d traded 24 (22.1%) interest both ways
DF 1000 H 1750c vs 1727, 44d traded 41 (21.75%) interest both ways

KC 100 H 125 straddles sold at 660 ref 12350 (22.35%)
KC 400 H 130c/120p strangles sold at 280 ref 12350 (22.4%)
KC 200 H 135c/115p strangles sold at 100 ref 12350 (23%)
KC 500 H 120p vs 12310, 32d bought at 180 (21.7%) ***later traded 175 and 170, 70x
KC 250 J 130/145 cs vs 12600, 26d sold at 225, +4.8% pos skew (21.7% and 26.5%)
KC 450 U 155c/115p fence vs 13050, 38d sold call at 40 over, +3.5% call vol prem (C 24.6% and P 21.1%)
KC 150 GH 122.5 ps bought live up to 200 ref 12400, +2.5% (G 19.1% and H 21.6%)