ENXT_COM OCO Jan 17, 2019

At the money vols and strikes (approx)

  • OCO J[15] 2019 Vol= 0.0839 Strike= 370
  • OCO N[15] 2019 Vol= 0.0888 Strike= 367.5
  • OCO V[15] 2019 Vol= 0.0788 Strike= 367.5
  • OCO F[15] 2020 Vol= 0.0608 Strike= 370
  • OCO J[15] 2020 Vol= 0.0832 Strike= 375
  • OCO N[15] 2020 Vol= 0.0845 Strike= 365
  • OCO V[15] 2020 Vol= 0.0831 Strike= 360
  • OCO F[15] 2021 Vol= 0.0825 Strike= 355
  • OCO J[15] 2021 Vol= 0.0823 Strike= 355
The information above is the product code, expiration month codethe exact last day of trading is in the brackets finally we have the expiry year. This is generally not the standard form for symbology. However, with some contracts we may have two or more expiries with the same contract month. The contracts may even share expiry year, so in order to disambiguate the contracts we show extra detail.The vol is next, and finally the actual strike.