Volatility Term Structure Tool

This tool will illustrate the volatility term structure for CME Group Option products. Users can view the current implied volatilities across expirations, and compare this to one week prior.

Product groups can be selected by clicking on the blue “Products” menu item located on the top left section of the tool. Individual products within the selected group are then displayed on the horizontal light grey menu directly to the right of the Products menu. If the current product has selectable expiration level data, the expiration menu will be displayed beneath the product menu.

For a quick overview of the current page’s functionality, click the small question mark (?) icon on the top right section of the tool (located to the right of the print as PDF button). This will display helper tooltips noting some of the key areas on the page. Click the Download User Guide link to open a more comprehensive help document.

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