As of: 2026-10-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-13 | 6 | 22650.00 | 22646.91 | 13.30 | 0.0062 | 314.33 | 70.84 | HIGH |
| OK | 2026-10-19 | 12 | 22650.00 | 22648.33 | 13.23 | 0.0117 | 437.70 | 5.60 | HIGH |
| OK | 2026-10-27 | 20 | 22700.00 | 22676.62 | 13.28 | 0.0189 | 566.15 | 10.36 | HIGH |
| OK | 2026-11-03 | 27 | 22700.00 | 22708.74 | 13.12 | 0.0254 | 648.96 | 24.33 | HIGH |
| REJECTED: iv_convergence | 2026-11-09 | 33 | 0.00 | 0.00 | N/A | 0.0910 | 0.00 | 0.00 | N/A |
| OK | 2026-11-23 | 47 | 22800.00 | 22779.79 | 12.90 | 0.0441 | 843.80 | 11.92 | HIGH |
| OK | 2026-12-29 | 83 | 22900.00 | 22912.97 | 12.27 | 0.0771 | 1070.62 | 14.59 | HIGH |
| OK | 2027-03-30 | 174 | 24000.00 | 23259.18 | 11.18 | 0.1625 | 1573.35 | 0.00 | LOW |
| OK | 2027-06-29 | 265 | 24000.00 | 23623.44 | 11.12 | 0.2480 | 1825.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 356 | 0.00 | 0.00 | N/A | 0.9754 | 0.00 | 0.00 | N/A |