Option Implied Skews Comparison
ENXT_COM OMA Apr 25, 2024
At the money vols and strikes (approx):
- OMA K[15] 2024 Vol= 0.2126 Strike= 208
- OMA N[15] 2024 Vol= 0.2126 Strike= 211
- OMA V[15] 2024 Vol= 0.1692 Strike= 208
- OMA G[14] 2025 Vol= 0.1697 Strike= 210
- OMA K[15] 2025 Vol= 0.1487 Strike= 210
- OMA N[15] 2025 Vol= 0.1497 Strike= 220
- OMA V[15] 2025 Vol= 0.1510 Strike= 215
- OMA G[13] 2026 Vol= 0.1534 Strike= 220
- OMA K[15] 2026 Vol= 0.1531 Strike= 220
- OMA N[15] 2026 Vol= 0.1537 Strike= 220
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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.