As of: 2026-09-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-09-29 | 6 | 23450.00 | 23466.77 | 9.50 | 0.0057 | 230.29 | 12.62 | HIGH |
| OK | 2026-10-06 | 13 | 23500.00 | 23488.33 | 9.02 | 0.0117 | 320.28 | 3.51 | HIGH |
| OK | 2026-10-13 | 20 | 23500.00 | 23514.25 | 9.24 | 0.0181 | 406.55 | 10.30 | HIGH |
| OK | 2026-10-19 | 26 | 23500.00 | 23508.88 | 9.51 | 0.0235 | 477.00 | 33.23 | HIGH |
| OK | 2026-10-27 | 34 | 23550.00 | 23567.29 | 9.52 | 0.0306 | 547.10 | 2.54 | HIGH |
| REJECTED: iv_convergence | 2026-11-03 | 41 | 0.00 | 0.00 | N/A | 0.1125 | 0.00 | 0.00 | N/A |
| OK | 2026-11-23 | 61 | 23650.00 | 23672.76 | 9.93 | 0.0555 | 767.17 | 7.23 | HIGH |
| OK | 2026-12-29 | 97 | 24000.00 | 23834.68 | 10.08 | 0.0879 | 1000.02 | 0.00 | LOW |
| OK | 2027-03-30 | 188 | 24000.00 | 24205.68 | 10.54 | 0.1720 | 1462.95 | 0.00 | LOW |
| OK | 2027-06-29 | 279 | 24000.00 | 24553.21 | 10.76 | 0.2562 | 1874.20 | 0.00 | LOW |