As of: 2026-09-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 5 | 22650.00 | 22661.72 | 11.88 | 0.0049 | 275.31 | 55.51 | HIGH |
| OK | 2026-10-13 | 12 | 22700.00 | 22675.78 | 12.49 | 0.0114 | 427.04 | 2.94 | HIGH |
| OK | 2026-10-19 | 18 | 22700.00 | 22699.16 | 12.64 | 0.0168 | 521.95 | 37.28 | HIGH |
| OK | 2026-10-27 | 26 | 22700.00 | 22717.91 | 12.47 | 0.0238 | 614.30 | 7.79 | HIGH |
| OK | 2026-11-03 | 33 | 22750.00 | 22751.06 | 12.45 | 0.0303 | 689.45 | 5.34 | HIGH |
| OK | 2026-11-23 | 53 | 22850.00 | 22839.26 | 12.24 | 0.0487 | 857.88 | 16.30 | HIGH |
| OK | 2026-12-29 | 89 | 23000.00 | 22991.95 | 11.73 | 0.0812 | 1068.30 | 16.74 | HIGH |
| OK | 2027-03-30 | 180 | 24000.00 | 23358.47 | 11.09 | 0.1653 | 1562.20 | 0.00 | LOW |
| OK | 2027-06-29 | 271 | 24000.00 | 23687.29 | 11.22 | 0.2494 | 1858.55 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 362 | 0.00 | 0.00 | N/A | 0.9938 | 0.00 | 0.00 | N/A |