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Closing Volatility

KC EOD Straddles: (H 12280)
{{G 122.5 strd 130/170,}} EXP FRI
{{H 122.5 strd 610/640,}} 22.7% +0.4%
{{J 125 strd 855/895,}} 22.3% +0.25%
{{K 125 strd 1075/1105,}} 22% +0.2%
{{N 127.5 strd 1370/1420,}} 21.65% -0.1%
{{U 130 strd 1685/1745,}} 21.9% -0.1%

DF EOD Straddles: (H 1727)
{{H 1750 strd 98/106,}} 21.6% -0.4%
{{K 1750 strd 145/155,}} 20.9% unch
{{N 1750 strd 182/194,}} 20.4% unch
{{U 1750 strd 212/227,}} 20.5% unch
{{X 1750 strd 238/254,}} 20.2% unch