CBT 06 Feb 8, 2019

At the money vols and strikes (approx)

  • 06 G[22] 2019 Vol= 0.1223 Strike= 305
  • 06 H[22] 2019 Vol= 0.1375 Strike= 310
  • 06 J[26] 2019 Vol= 0.1520 Strike= 310
  • 06 M[21] 2019 Vol= 0.1604 Strike= 310
  • 06 N[26] 2019 Vol= 0.1633 Strike= 320
  • 06 Q[23] 2019 Vol= 0.1611 Strike= 320
  • 06 U[20] 2019 Vol= 0.1617 Strike= 320
  • 06 X[22] 2019 Vol= 0.1599 Strike= 320
  • 06 Z[27] 2019 Vol= 0.1585 Strike= 320
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.