As of: 2026-10-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 4 | 22450.00 | 22463.05 | 12.08 | 0.0039 | 253.35 | 56.60 | HIGH |
| OK | 2026-10-13 | 11 | 22450.00 | 22473.65 | 13.71 | 0.0105 | 445.82 | 4.37 | HIGH |
| OK | 2026-10-19 | 17 | 22500.00 | 22497.74 | 13.79 | 0.0160 | 549.44 | 40.98 | HIGH |
| OK | 2026-10-27 | 25 | 22500.00 | 22524.06 | 13.58 | 0.0231 | 650.86 | 9.05 | HIGH |
| OK | 2026-11-03 | 32 | 22550.00 | 22551.62 | 13.65 | 0.0297 | 738.00 | 8.95 | HIGH |
| OK | 2026-11-23 | 52 | 22650.00 | 22629.29 | 13.19 | 0.0484 | 907.35 | 18.25 | HIGH |
| OK | 2026-12-29 | 88 | 22750.00 | 22772.32 | 12.59 | 0.0813 | 1128.27 | 14.35 | HIGH |
| OK | 2027-03-30 | 179 | 22500.00 | 23145.54 | 12.79 | 0.1668 | 1715.33 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 270 | 0.00 | 0.00 | N/A | 0.7419 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-09-28 | 361 | 0.00 | 0.00 | N/A | 0.9911 | 0.00 | 0.00 | N/A |