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Closing Volatility, Curve *PIC*

KC EOD Straddles: (N 11955)
M 120 strd 120/140, EXP Tomorrow
N 120 strd 495/525, 18.9% -0.7%
Q 122.5 strd 780/820, 19.65% -0.3%
U 122.5 strd 985/1025, 20.5% -0.2%
Z 125 strd 1485/1545, 21.5% -0.2%
H 130 strd 1960/2020, 22.5% -0.1%

DF EOD Straddles: (N 1743)
N 1750 strd 80/88, 18% -0.5%
U 1750 strd 120/130, 17.45% -0.2%
X 1750 strd 151/163, 17.15% -0.2%
F 1750 strd 178/193, 17.15% -0.2%