Coffee Traders' Forum - A Discussion about Coffee Futures Trading


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Coffee Traders' Forum

Closing Volatility and Curve *PIC*

KC EOD Straddles: (N 11760)
N 117.5 strd 435/455, 17.3% -0.1%
Q 120 strd 690/720, 17.9% -0.6%
U 120 strd 905/935, 19.3% -0.6%
Z 122.5 strd 1400/1440, 20.55% -0.5%
H 125 strd 1830/1880, 21.45% -0.4%

DF EOD Straddles: (N 1742)
N 1750 strd 80/85, 18.25% +0.25%
U 1750 strd 119/128, 17.5% unch
X 1750 strd 155/162, 17.4% unch
F 1750 strd 178/190, 17.2% unch