COMEX SO Jan 24, 2020

At the money vols and strikes (approx)

  • SO F[28] 2020 Vol= 0.1490 Strike= 18.1
  • SO G[25] 2020 Vol= 0.1692 Strike= 18.1
  • SO H[26] 2020 Vol= 0.1726 Strike= 18.2
  • SO J[27] 2020 Vol= 0.1795 Strike= 18.25
  • SO K[26] 2020 Vol= 0.1824 Strike= 18.25
  • SO M[25] 2020 Vol= 0.1864 Strike= 18.25
  • SO Q[26] 2020 Vol= 0.1941 Strike= 18.25
  • SO X[24] 2020 Vol= 0.2092 Strike= 18.5
  • SO M[24] 2021 Vol= 0.2172 Strike= 18.5
  • SO X[23] 2021 Vol= 0.2302 Strike= 20
  • SO X[22] 2022 Vol= 0.2414 Strike= 20
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.