As of: 2026-09-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-09-29 | 6 | 23400.00 | 23398.33 | 9.82 | 0.0061 | 239.93 | 40.73 | HIGH |
| OK | 2026-10-06 | 13 | 23400.00 | 23421.51 | 9.52 | 0.0120 | 339.25 | 3.22 | HIGH |
| OK | 2026-10-13 | 20 | 23450.00 | 23448.48 | 9.66 | 0.0185 | 425.70 | 11.36 | HIGH |
| OK | 2026-10-19 | 26 | 23450.00 | 23454.54 | 9.88 | 0.0239 | 495.50 | 46.18 | HIGH |
| OK | 2026-10-27 | 34 | 23500.00 | 23497.32 | 10.01 | 0.0310 | 574.60 | 3.28 | HIGH |
| REJECTED: iv_convergence | 2026-11-03 | 41 | 0.00 | 0.00 | N/A | 0.1129 | 0.00 | 0.00 | N/A |
| OK | 2026-11-23 | 61 | 23600.00 | 23607.92 | 10.28 | 0.0559 | 792.83 | 7.03 | HIGH |
| OK | 2026-12-29 | 97 | 24000.00 | 23772.60 | 10.20 | 0.0883 | 1019.55 | 0.00 | LOW |
| OK | 2027-03-30 | 188 | 24000.00 | 24155.04 | 10.69 | 0.1724 | 1479.10 | 0.00 | LOW |
| OK | 2027-06-29 | 279 | 24000.00 | 24413.29 | 10.80 | 0.2566 | 1853.65 | 0.00 | LOW |