As of: 2026-10-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 0 | 22650.00 | 22648.64 | 27.09 | 0.0007 | 128.08 | 62.38 | HIGH |
| OK | 2026-10-13 | 7 | 22600.00 | 22614.16 | 14.03 | 0.0073 | 356.73 | 2.85 | HIGH |
| OK | 2026-10-19 | 13 | 22650.00 | 22640.25 | 13.75 | 0.0128 | 473.30 | 41.55 | HIGH |
| OK | 2026-10-27 | 21 | 22650.00 | 22670.58 | 13.61 | 0.0199 | 593.95 | 11.40 | HIGH |
| OK | 2026-11-03 | 28 | 22700.00 | 22695.06 | 13.46 | 0.0265 | 678.10 | 14.03 | HIGH |
| OK | 2026-11-23 | 48 | 22750.00 | 22768.09 | 12.99 | 0.0452 | 857.08 | 7.27 | HIGH |
| OK | 2026-12-29 | 84 | 22900.00 | 22899.05 | 12.36 | 0.0781 | 1084.17 | 14.14 | HIGH |
| OK | 2027-03-30 | 175 | 24000.00 | 23257.29 | 11.36 | 0.1636 | 1599.75 | 0.00 | LOW |
| OK | 2027-06-29 | 266 | 24000.00 | 23593.45 | 11.28 | 0.2490 | 1856.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 357 | 0.00 | 0.00 | N/A | 0.9781 | 0.00 | 0.00 | N/A |