In Bloomberg's VCUB, what is the difference between the "strike" volatility and changing this option to "straddle"? It seems like the "straddle" vol should be the same as the strike vol but it is not?


1 Answer 1


Generally, best to ask the help desk (F1F1) for simple questions like this.

See help VCUB {LPHP VCUB:0:1 2824936 <GO>}:

Cube Options: Allow you to display or hide volatility and strike data, so you can maximize or streamline your matrix. For example, for premium-based instruments such as straddles, strangles, and risk reversals, the matrix offers a streamlined basis point premium view that displays values expressed in basis points, while giving you the flexibility to show or hide volatility and strikes.


  • Straddle shows premium
  • strike shows vol

enter image description here You can force the GUI to display vol as well: enter image description here


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