Shows the top underlying contracts (stocks or indices) with the highest vega-weighted implied volatility of near-the-money options with an expiration date in the next two months. Note: Implied volatility is calculated using a 100-step binary tree for American style options, and a Black-Scholes model for European style options. Interest rates are calculated using the settlement prices from the day’s Eurodollar futures contracts, and dividends are based on historical payouts.