As of: 2026-10-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 5 | 22600.00 | 22588.32 | 11.95 | 0.0046 | 258.43 | 42.18 | HIGH |
| OK | 2026-10-13 | 12 | 22600.00 | 22602.39 | 12.68 | 0.0111 | 418.77 | 3.57 | HIGH |
| OK | 2026-10-19 | 18 | 22600.00 | 22622.48 | 12.93 | 0.0166 | 521.60 | 30.31 | HIGH |
| OK | 2026-10-27 | 26 | 22650.00 | 22646.23 | 12.79 | 0.0238 | 619.55 | 7.74 | HIGH |
| OK | 2026-11-03 | 33 | 22700.00 | 22675.89 | 12.78 | 0.0304 | 698.35 | 9.14 | HIGH |
| OK | 2026-11-23 | 53 | 22750.00 | 22759.12 | 12.55 | 0.0491 | 869.70 | 34.63 | HIGH |
| OK | 2026-12-29 | 89 | 22900.00 | 22899.93 | 11.97 | 0.0820 | 1081.38 | 15.59 | HIGH |
| OK | 2027-03-30 | 180 | 24000.00 | 23283.50 | 11.30 | 0.1675 | 1604.53 | 0.00 | LOW |
| OK | 2027-06-29 | 271 | 24000.00 | 23611.89 | 11.47 | 0.2529 | 1902.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 362 | 0.00 | 0.00 | N/A | 0.9918 | 0.00 | 0.00 | N/A |