NYMEX ON Feb 8, 2019

At the money vols and strikes (approx)

  • ON G[25] 2019 Vol= 0.3533 Strike= 2.6
  • ON H[26] 2019 Vol= 0.2740 Strike= 2.6
  • ON J[25] 2019 Vol= 0.2557 Strike= 2.65
  • ON K[28] 2019 Vol= 0.2442 Strike= 2.7
  • ON M[25] 2019 Vol= 0.2384 Strike= 2.75
  • ON N[26] 2019 Vol= 0.2269 Strike= 2.8
  • ON Q[27] 2019 Vol= 0.2275 Strike= 2.65
  • ON U[25] 2019 Vol= 0.2254 Strike= 2.75
  • ON V[28] 2019 Vol= 0.2395 Strike= 2.85
  • ON X[25] 2019 Vol= 0.2574 Strike= 2.95
  • ON Z[26] 2019 Vol= 0.2813 Strike= 2.95
  • ON F[28] 2020 Vol= 0.3399 Strike= 3.35
  • ON G[25] 2020 Vol= 0.3451 Strike= 3.3
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.