As of: 2026-10-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 5 | 22350.00 | 22348.47 | 14.59 | 0.0042 | 307.56 | 29.55 | HIGH |
| OK | 2026-10-13 | 12 | 22350.00 | 22368.88 | 15.38 | 0.0107 | 499.65 | 5.27 | HIGH |
| OK | 2026-10-19 | 18 | 22400.00 | 22389.72 | 15.12 | 0.0162 | 601.50 | 27.65 | HIGH |
| OK | 2026-10-27 | 26 | 22400.00 | 22411.15 | 14.69 | 0.0234 | 701.95 | 7.27 | HIGH |
| OK | 2026-11-03 | 33 | 22450.00 | 22444.20 | 14.32 | 0.0300 | 772.27 | 23.53 | HIGH |
| OK | 2026-11-23 | 53 | 22500.00 | 22524.74 | 13.80 | 0.0487 | 945.55 | 9.01 | HIGH |
| OK | 2026-12-29 | 89 | 22700.00 | 22677.19 | 13.10 | 0.0816 | 1171.25 | 17.85 | HIGH |
| OK | 2027-03-30 | 180 | 22500.00 | 23052.37 | 13.19 | 0.1671 | 1739.90 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 271 | 0.00 | 0.00 | N/A | 0.7422 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-09-28 | 362 | 0.00 | 0.00 | N/A | 0.9914 | 0.00 | 0.00 | N/A |