As of: 2026-09-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 6 | 22850.00 | 22838.86 | 11.50 | 0.0052 | 271.04 | 17.74 | HIGH |
| OK | 2026-10-13 | 13 | 22850.00 | 22863.59 | 11.93 | 0.0117 | 412.35 | 3.20 | HIGH |
| OK | 2026-10-19 | 19 | 22900.00 | 22887.49 | 11.92 | 0.0171 | 497.95 | 34.59 | HIGH |
| OK | 2026-10-27 | 27 | 22900.00 | 22911.26 | 11.92 | 0.0241 | 593.40 | 8.53 | HIGH |
| OK | 2026-11-03 | 34 | 22950.00 | 22940.46 | 11.94 | 0.0306 | 667.97 | 5.12 | HIGH |
| OK | 2026-11-23 | 54 | 23050.00 | 23027.07 | 11.71 | 0.0490 | 828.27 | 7.40 | HIGH |
| OK | 2026-12-29 | 90 | 23200.00 | 23177.25 | 11.33 | 0.0815 | 1041.02 | 57.00 | HIGH |
| OK | 2027-03-30 | 181 | 24000.00 | 23544.66 | 10.86 | 0.1656 | 1495.60 | 0.00 | LOW |
| OK | 2027-06-29 | 272 | 24000.00 | 23888.43 | 10.96 | 0.2497 | 1808.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 363 | 0.00 | 0.00 | N/A | 0.9941 | 0.00 | 0.00 | N/A |