CBT W Feb 8, 2019

At the money vols and strikes (approx)

  • W G[22] 2019 Vol= 0.1571 Strike= 5.15
  • W H[22] 2019 Vol= 0.1753 Strike= 5.2
  • W J[26] 2019 Vol= 0.1952 Strike= 5.2
  • W M[21] 2019 Vol= 0.2066 Strike= 5.2
  • W Q[23] 2019 Vol= 0.2032 Strike= 5.3
  • W X[22] 2019 Vol= 0.1944 Strike= 5.4
  • W G[21] 2020 Vol= 0.1886 Strike= 5.6
  • W M[26] 2020 Vol= 0.1778 Strike= 5.9
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.