As of: 2026-10-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-10-13 | 5 | 22600.00 | 22588.44 | 12.05 | 0.0055 | 278.46 | 111.13 | HIGH |
| OK | 2026-10-19 | 11 | 22600.00 | 22605.41 | 12.43 | 0.0110 | 406.37 | 3.12 | HIGH |
| OK | 2026-10-27 | 19 | 22650.00 | 22632.09 | 12.98 | 0.0182 | 548.75 | 11.80 | HIGH |
| OK | 2026-11-03 | 26 | 22650.00 | 22661.59 | 12.98 | 0.0247 | 637.75 | 15.94 | HIGH |
| OK | 2026-11-09 | 32 | 22700.00 | 22693.73 | 13.03 | 0.0307 | 709.05 | 0.00 | LOW |
| OK | 2026-11-23 | 46 | 22750.00 | 22736.59 | 12.92 | 0.0434 | 840.80 | 22.02 | HIGH |
| OK | 2026-12-29 | 82 | 22850.00 | 22870.12 | 12.39 | 0.0764 | 1077.05 | 14.62 | HIGH |
| OK | 2027-03-30 | 173 | 22500.00 | 23226.76 | 12.69 | 0.1618 | 1700.70 | 0.00 | LOW |
| OK | 2027-06-29 | 264 | 24000.00 | 23533.95 | 11.06 | 0.2473 | 1825.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-09-28 | 355 | 0.00 | 0.00 | N/A | 0.9747 | 0.00 | 0.00 | N/A |