COMEX SO Jan 18, 2019

At the money vols and strikes (approx)

  • SO F[28] 2019 Vol= 0.1409 Strike= 15.4
  • SO G[25] 2019 Vol= 0.1567 Strike= 15.4
  • SO H[26] 2019 Vol= 0.1650 Strike= 15.5
  • SO J[25] 2019 Vol= 0.1699 Strike= 15.5
  • SO K[28] 2019 Vol= 0.1776 Strike= 15.5
  • SO M[25] 2019 Vol= 0.1831 Strike= 15.5
  • SO Q[27] 2019 Vol= 0.1910 Strike= 15.75
  • SO X[25] 2019 Vol= 0.1986 Strike= 15.75
  • SO M[25] 2020 Vol= 0.2247 Strike= 16.25
  • SO X[24] 2020 Vol= 0.2259 Strike= 14.75
  • SO X[23] 2021 Vol= 0.2463 Strike= 16
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.