Option Implied Skews Comparison
CME EUU Jun 11, 2024
At the money vols and strikes (approx):
- EUU N[5] 2024 Vol= 0.0644 Strike= 1.08
- EUU Q[9] 2024 Vol= 0.0635 Strike= 1.08
- EUU U[6] 2024 Vol= 0.0631 Strike= 1.08
- EUU V[4] 2024 Vol= 0.0632 Strike= 1.085
- EUU X[8] 2024 Vol= 0.0671 Strike= 1.085
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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.