V9: Next-Month Contract 9:30 Estimate
Same as v7 but next-month (August) contracts. DTE=54 vs DTE=19. Tests how higher DTE affects 9:30 IV estimate accuracy — lower gamma, less near-expiry uncertainty, more time value.
v92026-07-03159915.SZ August CallsDTE=54, K=3.6-4.8
Changelog
v7 → Current month (July, DTE=19) v9 → Next month (August, DTE=54), same day, same methodology
No structured report data available for this version.
Raw data file: /data/backtest/v9.json