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Volatility (Alf)

KC AM Straddles: (K 117.90)
K 117.5 strd 80/105, EXP TODAY
M 120 strd 490/530, 18.45% -0.3%
N 120 strd 735/775, 19.85% -0.3%
Q 122.5 strd 1000/1040, 20.8% -0.2%
U 122.5 strd 1205/1255, 22% -0.15%
Z 125 strd 1590/1650, 21.35% -0.1%
H 130 strd 1970/2030, 21.55% unch

DF AM Straddles: (K 1720) unch
K 1700 strd 35/41, 20.5%
N 1750 strd 112/120, 19.2%
U 1750 strd 150/160, 19.1%
X 1750 strd 182/194, 19%
F 1750 strd 208/224, 19%

Hi Alf, if you are going to sell premium, I would recommend he Sep out of the money puts and calls.