Option Implied Skews Comparison
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At the money vols and strikes (approx):
- ES U[19] 2025 Vol= 0.1230 Strike= 6425
- ES Z[19] 2025 Vol= 0.1442 Strike= 6450
- ES H[20] 2026 Vol= 0.1483 Strike= 6550
- ES M[18] 2026 Vol= 0.1534 Strike= 6600
- ES U[18] 2026 Vol= 0.1607 Strike= 6600
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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.