NYMEX ON Sep 24, 2020

At the money vols and strikes (approx)

  • ON U[25] 2020 Vol= 0.7007 Strike= 2.25
  • ON V[27] 2020 Vol= 0.7174 Strike= 2.9
  • ON X[24] 2020 Vol= 0.6357 Strike= 3.35
  • ON Z[28] 2020 Vol= 0.6690 Strike= 3.5
  • ON F[26] 2021 Vol= 0.6641 Strike= 3.35
  • ON G[23] 2021 Vol= 0.6642 Strike= 3.25
  • ON H[26] 2021 Vol= 0.4440 Strike= 2.85
  • ON J[27] 2021 Vol= 0.3767 Strike= 2.9
  • ON K[25] 2021 Vol= 0.3567 Strike= 2.75
  • ON M[25] 2021 Vol= 0.3413 Strike= 2.75
  • ON N[27] 2021 Vol= 0.3279 Strike= 2.9
  • ON Q[26] 2021 Vol= 0.3203 Strike= 3.05
  • ON U[27] 2021 Vol= 0.3261 Strike= 3.05
  • ON V[26] 2021 Vol= 0.3359 Strike= 3.05
  • ON X[24] 2021 Vol= 0.3448 Strike= 3.05
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.