CME NQ Jan 18, 2019

At the money vols and strikes (approx)

  • NQ H[15] 2019 Vol= 0.2013 Strike= 6790
  • NQ M[21] 2019 Vol= 0.2007 Strike= 6830
  • NQ U[20] 2019 Vol= 0.2022 Strike= 6900
  • NQ Z[20] 2019 Vol= 0.2109 Strike= 6700
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.