CBT KW Feb 8, 2019

At the money vols and strikes (approx)

  • KW G[22] 2019 Vol= 0.1622 Strike= 4.95
  • KW H[22] 2019 Vol= 0.1818 Strike= 5
  • KW J[26] 2019 Vol= 0.2012 Strike= 5
  • KW M[21] 2019 Vol= 0.2175 Strike= 5.1
  • KW Q[23] 2019 Vol= 0.2088 Strike= 5.2
  • KW X[22] 2019 Vol= 0.1981 Strike= 5.4
  • KW M[26] 2020 Vol= 0.1758 Strike= 5.8
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.