CME SP Jan 24, 2020

At the money vols and strikes (approx)

  • SP H[20] 2020 Vol= 0.1271 Strike= 3300
  • SP M[19] 2020 Vol= 0.1353 Strike= 3300
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.