Coffee Traders' Forum - A Discussion about Coffee Futures Trading


Coffee Traders Discussion Forum

Coffee Traders' Forum

Volatility

KC AM Straddles: (N 11925)
{{M 120 strd 200/220}}, EXP Friday
{{N 120 strd 555/575}}, 20% -0.3%
{{Q 122.5 strd 835/865}}, 20.4% -0.3%
{{U 122.5 strd 1050/1085,}} 21.5% -0.25%
{{Z 125 strd 1560/1600}}, 22.25% -0.1%
{{H 127.5 strd 1940/2000,}} 22.45% unch

DF AM Straddles: (N 1767) unch
{{N 1750 strd 85/93,}} 18.3%
{{U 1750 strd 123/133}}, 17.6%
{{X 1750 strd 154/166,}} 17.25%
{{F 1750 strd 180/195}}, 17.25%