KC EOD Straddles: (Z 96.60)
(Sett to Sett Chg: V -0.7%, X -0.4%, Z -0.2%, H -0.1%, K -0.3%)
V 97.5 strd 375/390, Exp Next Friday
X 97.5 strd 750/765, 29.85% -0.3%
Z 97.5 strd 990/1005, 29.9% -0.2%
H 100 strd 1445/1475, 27.8% -0.1%
K 102.5 strd 1665/1705, 26.9% -0.1%
N 105 strd 1860/1910, 26%
RC EOD Straddles: (X 1310) unch
X 1300 strd 73/81, 21.2%
F 1325 strd 120/130, 21.5%
H 1350 strd 150/160, 21.1%
Calls = 3,055 lots
Puts. = 1,681
Ratio = 1.8:1
