As of: 2026-10-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 1 | 22600.00 | 22603.05 | 18.05 | 0.0018 | 190.48 | 76.34 | HIGH |
| OK | 2026-10-13 | 8 | 22650.00 | 22649.29 | 14.19 | 0.0083 | 385.50 | 4.51 | HIGH |
| OK | 2026-10-19 | 14 | 22650.00 | 22671.15 | 13.75 | 0.0138 | 491.45 | 56.69 | HIGH |
| OK | 2026-10-27 | 22 | 22700.00 | 22698.91 | 13.32 | 0.0210 | 595.45 | 9.76 | HIGH |
| OK | 2026-11-03 | 29 | 22700.00 | 22724.24 | 13.31 | 0.0276 | 682.67 | 9.62 | HIGH |
| OK | 2026-11-23 | 49 | 22800.00 | 22796.86 | 12.69 | 0.0463 | 847.80 | 17.41 | HIGH |
| OK | 2026-12-29 | 85 | 22950.00 | 22931.26 | 12.22 | 0.0792 | 1080.72 | 16.78 | HIGH |
| OK | 2027-03-30 | 176 | 24000.00 | 23301.16 | 11.45 | 0.1647 | 1602.75 | 0.00 | LOW |
| OK | 2027-06-29 | 267 | 24000.00 | 23613.69 | 11.31 | 0.2501 | 1862.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 358 | 0.00 | 0.00 | N/A | 0.9808 | 0.00 | 0.00 | N/A |