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ATM IV proxy — not exchange DVOL unless M · session path · expected-move scaffold · no invented IV · research terminal
ATM IV proxy
NormalMid-range vol — balanced for directional and vol structures.
As of 9/28/2026, 1:57:16 PM
exp 29SEP26
exp 01OCT26
exp 16OCT26
+4.8 pts back−front
53 history samples
spot × σ × √(1/365)
Rough 1σ move from ATM IV: S · σ · √(t/365). Not a forecast — use for strike framing only.
| Expiry | DTE | ATM IV | vs Index |
|---|---|---|---|
| 29SEP26 | NaNd | 29.9% | -4.4 pts |
| 30SEP26 | NaNd | 31.2% | -3.1 pts |
| 01OCT26 | NaNd | 34.4% | +0.1 pts |
| 02OCT26 | NaNd | 35.4% | +1.1 pts |
| 09OCT26 | NaNd | 34.3% | 0.0 pts |
| 16OCT26 | NaNd | 34.7% | +0.3 pts |
| 30OCT26 | NaNd | 35.2% | +0.9 pts |
| 06NOV26 | NaNd | 36.1% | +1.8 pts |
Vol index is a research-terminal proxy from multi-venue ATM IV (not exchange DVOL unless M supplies it). Session stats use the process history ring — not a 1y official series. Options research only (no OMS).