CBT 07 Feb 8, 2019

At the money vols and strikes (approx)

  • 07 G[22] 2019 Vol= 0.1636 Strike= 31
  • 07 H[22] 2019 Vol= 0.1548 Strike= 31
  • 07 J[26] 2019 Vol= 0.1518 Strike= 31
  • 07 M[21] 2019 Vol= 0.1500 Strike= 31.5
  • 07 N[26] 2019 Vol= 0.1469 Strike= 31.5
  • 07 Q[23] 2019 Vol= 0.1448 Strike= 32
  • 07 U[20] 2019 Vol= 0.1464 Strike= 32.5
  • 07 X[22] 2019 Vol= 0.1454 Strike= 32
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.