CME BTC Sep 24, 2020

At the money vols and strikes (approx)

  • BTC U[28] 2020 Vol= 0.2135 Strike= 10700
  • BTC X[2] 2020 Vol= 0.4836 Strike= 10500
  • BTC X[30] 2020 Vol= 0.5943 Strike= 11000
  • BTC Z[28] 2020 Vol= 0.6401 Strike= 11000
  • BTC F[3] 2022 Vol= 0.6867 Strike= 12000
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.