Option Implied Skews Comparison
CME NQ Jul 8, 2024
At the money vols and strikes (approx):
- NQ U[20] 2024 Vol= 0.1602 Strike= 20750
- NQ Z[20] 2024 Vol= 0.1790 Strike= 21000
- NQ H[21] 2025 Vol= 0.1843 Strike= 21000
- NQ M[20] 2025 Vol= 0.1865 Strike= 21500
- NQ Z[19] 2025 Vol= 0.1940 Strike= 22000
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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.