CME JPU Sep 24, 2020

At the money vols and strikes (approx)

  • JPU V[9] 2020 Vol= 0.0586 Strike= 0.0095
  • JPU X[6] 2020 Vol= 0.0844 Strike= 0.0095
  • JPU Z[4] 2020 Vol= 0.0874 Strike= 0.0095
  • JPU F[8] 2021 Vol= 0.0831 Strike= 0.0095
  • JPU G[5] 2021 Vol= 0.0815 Strike= 0.0095
  • JPU H[5] 2021 Vol= 0.0808 Strike= 0.0095
  • JPU J[9] 2021 Vol= 0.0773 Strike= 0.0094
  • JPU K[7] 2021 Vol= 0.0770 Strike= 0.0094
  • JPU M[4] 2021 Vol= 0.0795 Strike= 0.0095
  • JPU N[9] 2021 Vol= 0.0802 Strike= 0.00955
  • JPU Q[6] 2021 Vol= 0.0983 Strike= 0.0102
  • JPU U[3] 2021 Vol= 0.0802 Strike= 0.00955
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.