NYMEX OB Sep 24, 2020

At the money vols and strikes (approx)

  • OB U[25] 2020 Vol= 0.3961 Strike= 1.2
  • OB V[27] 2020 Vol= 0.4385 Strike= 1.17
  • OB X[24] 2020 Vol= 0.4348 Strike= 1.16
  • OB Z[28] 2020 Vol= 0.4422 Strike= 1.15
  • OB F[26] 2021 Vol= 0.4343 Strike= 1.18
  • OB G[23] 2021 Vol= 0.4327 Strike= 1.18
  • OB H[26] 2021 Vol= 0.4174 Strike= 1.28
  • OB J[27] 2021 Vol= 0.4205 Strike= 1.28
  • OB K[25] 2021 Vol= 0.4153 Strike= 1.28
  • OB M[25] 2021 Vol= 0.4287 Strike= 1.25
  • OB N[27] 2021 Vol= 0.4366 Strike= 1.25
  • OB Q[26] 2021 Vol= 0.4425 Strike= 1.25
  • OB U[27] 2021 Vol= 0.4771 Strike= 1.25
  • OB V[26] 2021 Vol= 0.4876 Strike= 1.18
  • OB X[24] 2021 Vol= 0.4467 Strike= 1.18
  • OB Z[28] 2021 Vol= 0.4662 Strike= 1.23
  • OB F[26] 2022 Vol= 0.4651 Strike= 1.23
  • OB G[23] 2022 Vol= 0.4649 Strike= 1.23
  • OB H[28] 2022 Vol= 0.4668 Strike= 1.33
  • OB J[26] 2022 Vol= 0.4663 Strike= 1.33
  • OB K[25] 2022 Vol= 0.4650 Strike= 1.33
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.