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Closing Volatility & Curve *PIC*

KC EOD Straddles: (N 11730)
N 117.5 strd 425/445, 17.9% +0.25%
Q 120 strd 700/725, 18.5% +0.25%
U 120 strd 910/940, 19.75% +0.1%
Z 122.5 strd 1370/1410, 20.3% -0.2%
H 127.5 strd 1820/1870, 21.45% -0.1%

DF EOD Straddles: (N 1737) unch
N 1750 strd 78/84, 18.5%
U 1750 strd 120/128, 17.75%
X 1750 strd 153/163, 17.5%
F 1750 strd 180/195, 17.6%