As of: 2026-10-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-13 | 6 | 22750.00 | 22747.77 | 12.28 | 0.0066 | 308.53 | 48.16 | HIGH |
| OK | 2026-10-19 | 12 | 22750.00 | 22764.90 | 12.53 | 0.0121 | 429.20 | 38.48 | HIGH |
| OK | 2026-10-27 | 20 | 22800.00 | 22793.53 | 12.54 | 0.0192 | 546.77 | 11.69 | HIGH |
| OK | 2026-11-03 | 27 | 22800.00 | 22821.69 | 12.57 | 0.0258 | 633.60 | 10.64 | HIGH |
| OK | 2026-11-23 | 47 | 22900.00 | 22896.27 | 12.35 | 0.0445 | 817.70 | 7.25 | HIGH |
| OK | 2026-12-29 | 83 | 23050.00 | 23025.18 | 11.80 | 0.0775 | 1040.55 | 13.97 | HIGH |
| OK | 2027-03-30 | 174 | 24000.00 | 23370.41 | 11.01 | 0.1629 | 1526.58 | 0.00 | LOW |
| OK | 2027-06-29 | 265 | 24000.00 | 23693.83 | 10.90 | 0.2484 | 1786.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 356 | 0.00 | 0.00 | N/A | 0.9774 | 0.00 | 0.00 | N/A |