As of: 2026-10-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-13 | 6 | 22600.00 | 22623.89 | 12.57 | 0.0058 | 293.82 | 15.92 | HIGH |
| OK | 2026-10-19 | 12 | 22650.00 | 22644.20 | 12.78 | 0.0113 | 420.50 | 4.30 | HIGH |
| OK | 2026-10-27 | 20 | 22650.00 | 22670.50 | 13.09 | 0.0185 | 555.65 | 9.30 | HIGH |
| OK | 2026-11-03 | 27 | 22700.00 | 22702.95 | 12.96 | 0.0250 | 639.22 | 27.90 | HIGH |
| REJECTED: iv_garbage | 2026-11-09 | 33 | 0.00 | 0.00 | N/A | 0.0906 | 0.00 | 0.00 | N/A |
| OK | 2026-11-23 | 47 | 22800.00 | 22775.26 | 12.66 | 0.0437 | 826.75 | 16.23 | HIGH |
| OK | 2026-12-29 | 83 | 22900.00 | 22911.04 | 12.24 | 0.0767 | 1067.20 | 14.04 | HIGH |
| OK | 2027-03-30 | 174 | 24000.00 | 23257.84 | 11.21 | 0.1621 | 1577.53 | 0.00 | LOW |
| OK | 2027-06-29 | 265 | 24000.00 | 23585.99 | 11.02 | 0.2476 | 1812.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 356 | 0.00 | 0.00 | N/A | 0.9750 | 0.00 | 0.00 | N/A |