Option Market Analytics

Option Implied Skews Comparison

20241203

At the money vols and strikes (approx):

  • E7 X[26] 2024 Vol= 0.6337 Strike= 2.7
  • E7 Z[27] 2024 Vol= 0.6477 Strike= 2.95
  • E7 F[29] 2025 Vol= 0.6372 Strike= 2.85
  • E7 G[26] 2025 Vol= 0.5682 Strike= 2.65
  • E7 H[27] 2025 Vol= 0.4863 Strike= 2.6
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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.