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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
UnknownNo ATM IV
As of 9/28/2026, 1:58:59 PM
nearest tenor
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need ≥2 tenors
0 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 |
|---|---|---|---|
| No tenors | |||
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).