CME GBU Jan 24, 2020

At the money vols and strikes (approx)

  • GBU G[7] 2020 Vol= 0.0632 Strike= 1.31
  • GBU H[6] 2020 Vol= 0.0600 Strike= 1.31
  • GBU J[3] 2020 Vol= 0.0612 Strike= 1.315
  • GBU K[8] 2020 Vol= 0.0624 Strike= 1.315
  • GBU M[5] 2020 Vol= 0.0630 Strike= 1.315
  • GBU N[2] 2020 Vol= 0.0633 Strike= 1.325
  • GBU Q[7] 2020 Vol= 0.0653 Strike= 1.3
  • GBU U[4] 2020 Vol= 0.0647 Strike= 1.32
  • GBU V[9] 2020 Vol= 0.0658 Strike= 1.32
  • GBU X[6] 2020 Vol= 0.0678 Strike= 1.32
  • GBU Z[4] 2020 Vol= 0.0682 Strike= 1.32
  • GBU F[8] 2021 Vol= 0.0713 Strike= 1.3
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.