As of: 2026-10-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 1 | 22500.00 | 22475.01 | 19.89 | 0.0014 | 197.26 | 15.84 | HIGH |
| OK | 2026-10-13 | 8 | 22500.00 | 22518.82 | 15.57 | 0.0079 | 416.70 | 3.51 | HIGH |
| OK | 2026-10-19 | 14 | 22550.00 | 22545.00 | 14.92 | 0.0134 | 527.33 | 40.13 | HIGH |
| OK | 2026-10-27 | 22 | 22550.00 | 22573.30 | 14.48 | 0.0206 | 641.30 | 10.05 | HIGH |
| OK | 2026-11-03 | 29 | 22600.00 | 22599.03 | 14.23 | 0.0272 | 724.08 | 10.51 | HIGH |
| OK | 2026-11-23 | 49 | 22650.00 | 22673.07 | 13.59 | 0.0459 | 901.05 | 8.16 | HIGH |
| OK | 2026-12-29 | 85 | 22800.00 | 22810.20 | 12.79 | 0.0788 | 1123.25 | 20.86 | HIGH |
| OK | 2027-03-30 | 176 | 22500.00 | 23166.73 | 13.02 | 0.1643 | 1731.20 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 267 | 0.00 | 0.00 | N/A | 0.7313 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-09-28 | 358 | 0.00 | 0.00 | N/A | 0.9804 | 0.00 | 0.00 | N/A |