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Closing Volatility

KC EOD Straddles: (N 119.70)
M 120 strd 200/220, EXP Friday
N 120 strd 560/585, 19.8% -0.25%
Q 122.5 strd 840/870, 20.35% -0.15%
U 122.5 strd 1055/1095, 21.45% unch
Z 125 strd 1555/1605, 22.15% -0.1%
H 130 strd 2030/2090, 23.15% unch

DF EOD Straddles: (N 1790)
N 1800 strd 92/98, 19.1% -0.5%
U 1800 strd 130/138, 17.9% -0.2%
X 1800 strd 162/172, 17.55% -0.1%
F 1800 strd 190/202, 17.55% unch