ICE_North Sea BRN Jan 18, 2019

At the money vols and strikes (approx)

  • BRN F[29] 2019 Vol= 0.3083 Strike= 62.75
  • BRN G[26] 2019 Vol= 0.3310 Strike= 62.5
  • BRN H[27] 2019 Vol= 0.3295 Strike= 63
  • BRN J[26] 2019 Vol= 0.3346 Strike= 63
  • BRN K[29] 2019 Vol= 0.3388 Strike= 62.5
  • BRN M[26] 2019 Vol= 0.3350 Strike= 62.5
  • BRN N[27] 2019 Vol= 0.3293 Strike= 63
  • BRN V[29] 2019 Vol= 0.3194 Strike= 62
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.