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Volatility

KC AM Straddles: (K 11800) unch
K 117.5 strd 245/265, 19% EXP FRI
M 120 strd 600/630, 20.4%
N 120 strd 840/870, 21.4%
U 122.5 strd 1315/1355, 23.3%
Z 125 strd 1695/1745, 22.4%

DF AM Straddles: (K 1741) unch
K 1750 strd 47/53, 21.5%
N 1750 strd 116/126, 19.4%
U 1750 strd 155/165, 19.4%
X 1750 strd 188/200, 19.3%