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Closing Volatility, Vol Curve *PIC*

KC EOD Straddles: (N 11705)
N 117.5 strd 430/450, 17.6% unch
Q 120 strd 695/725, 18.2% +0.1%
U 120 strd 910/940, 19.6% +0.1%
Z 122.5 strd 1380/1430, 20.5% unch
H 127.5 strd 1830/1890, 21.6% unch

RC EOD Straddles: (N 1728)
N 1750 strd 81/86, 18.5% +0.25%
U 1700 strd 118/124, 17.5% +0.25%
X 1700 strd 151/159, 17.35% +0.25%
F 1750 strd 182/195, 17.6% +0.25%