As of: 2026-09-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 6 | 22800.00 | 22788.96 | 12.64 | 0.0056 | 300.75 | 24.37 | HIGH |
| OK | 2026-10-13 | 13 | 22800.00 | 22805.51 | 12.66 | 0.0120 | 438.89 | 4.45 | HIGH |
| OK | 2026-10-19 | 19 | 22850.00 | 22828.20 | 12.57 | 0.0175 | 526.30 | 66.58 | HIGH |
| OK | 2026-10-27 | 27 | 22850.00 | 22851.79 | 12.47 | 0.0245 | 620.95 | 10.25 | HIGH |
| OK | 2026-11-03 | 34 | 22900.00 | 22880.20 | 12.45 | 0.0310 | 696.40 | 4.03 | HIGH |
| OK | 2026-11-23 | 54 | 22950.00 | 22973.54 | 12.19 | 0.0494 | 860.58 | 30.22 | HIGH |
| OK | 2026-12-29 | 90 | 23150.00 | 23135.87 | 11.47 | 0.0819 | 1052.90 | 111.49 | HIGH |
| OK | 2027-03-30 | 181 | 24000.00 | 23474.75 | 10.98 | 0.1660 | 1523.45 | 0.00 | LOW |
| OK | 2027-06-29 | 272 | 24000.00 | 23868.83 | 11.08 | 0.2501 | 1829.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 363 | 0.00 | 0.00 | N/A | 0.9945 | 0.00 | 0.00 | N/A |