Option Implied Skews Comparison
20241115
At the money vols and strikes (approx):
- EUU U[6] 2024 Vol= 0.0666 Strike= 1.1175
- EUU V[4] 2024 Vol= 0.0624 Strike= 1.12
- EUU X[8] 2024 Vol= 0.0658 Strike= 1.12
- EUU Z[6] 2024 Vol= 0.0647 Strike= 1.12
- EUU F[3] 2025 Vol= 0.0638 Strike= 1.125
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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.