NYMEX ON Jan 24, 2020

At the money vols and strikes (approx)

  • ON F[28] 2020 Vol= 0.5139 Strike= 1.9
  • ON G[25] 2020 Vol= 0.3822 Strike= 1.85
  • ON H[26] 2020 Vol= 0.3225 Strike= 1.9
  • ON J[27] 2020 Vol= 0.3059 Strike= 1.95
  • ON K[26] 2020 Vol= 0.2794 Strike= 2.05
  • ON M[25] 2020 Vol= 0.2606 Strike= 2.1
  • ON N[28] 2020 Vol= 0.2574 Strike= 2.1
  • ON Q[26] 2020 Vol= 0.2501 Strike= 2.15
  • ON U[25] 2020 Vol= 0.2528 Strike= 2.15
  • ON V[27] 2020 Vol= 0.2584 Strike= 2.25
  • ON X[24] 2020 Vol= 0.2647 Strike= 2.5
  • ON Z[28] 2020 Vol= 0.3035 Strike= 2.85
  • ON F[26] 2021 Vol= 0.3384 Strike= 3
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.