CBT C Feb 8, 2019

At the money vols and strikes (approx)

  • C G[22] 2019 Vol= 0.1172 Strike= 3.75
  • C H[22] 2019 Vol= 0.1183 Strike= 3.8
  • C J[26] 2019 Vol= 0.1334 Strike= 3.8
  • C M[21] 2019 Vol= 0.1641 Strike= 3.9
  • C Q[23] 2019 Vol= 0.1825 Strike= 3.9
  • C X[22] 2019 Vol= 0.1767 Strike= 4
  • C G[21] 2020 Vol= 0.1695 Strike= 4.1
  • C J[24] 2020 Vol= 0.1578 Strike= 4.1
  • C M[26] 2020 Vol= 0.1564 Strike= 4.2
  • C X[20] 2020 Vol= 0.1386 Strike= 4.1
  • C X[26] 2021 Vol= 0.1191 Strike= 4.3
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.