As of: 2026-10-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-06 | 0 | 22700.00 | 22713.33 | 27.23 | 0.0003 | 83.95 | 14.18 | HIGH |
| OK | 2026-10-13 | 7 | 22750.00 | 22755.44 | 13.08 | 0.0069 | 331.12 | 3.13 | HIGH |
| OK | 2026-10-19 | 13 | 22800.00 | 22781.13 | 12.86 | 0.0124 | 443.30 | 42.16 | HIGH |
| OK | 2026-10-27 | 21 | 22800.00 | 22815.16 | 12.80 | 0.0195 | 559.85 | 14.51 | HIGH |
| OK | 2026-11-03 | 28 | 22850.00 | 22835.67 | 12.69 | 0.0261 | 641.70 | 13.85 | HIGH |
| OK | 2026-11-23 | 48 | 22900.00 | 22910.47 | 12.54 | 0.0448 | 831.47 | 6.30 | HIGH |
| OK | 2026-12-29 | 84 | 23050.00 | 23037.36 | 11.94 | 0.0777 | 1053.70 | 14.86 | HIGH |
| OK | 2027-03-30 | 175 | 24000.00 | 23388.39 | 11.18 | 0.1632 | 1543.95 | 0.00 | LOW |
| OK | 2027-06-29 | 266 | 24000.00 | 23710.45 | 11.13 | 0.2486 | 1822.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 357 | 0.00 | 0.00 | N/A | 0.9777 | 0.00 | 0.00 | N/A |