As of: 2026-03-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-24 | 5 | 23300.00 | 23303.54 | 20.53 | 0.0046 | 457.59 | 26.81 | HIGH |
| OK | 2026-03-30 | 11 | 23300.00 | 23320.13 | 20.78 | 0.0090 | 678.53 | 10.09 | HIGH |
| OK | 2026-04-07 | 19 | 23350.00 | 23359.71 | 19.60 | 0.0149 | 838.40 | 65.02 | HIGH |
| OK | 2026-04-13 | 25 | 23400.00 | 23393.64 | 19.81 | 0.0197 | 972.00 | 109.68 | HIGH |
| REJECTED: insufficient_strikes | 2026-04-21 | 33 | 0.00 | 0.00 | N/A | 0.0910 | 0.00 | 0.00 | N/A |
| OK | 2026-04-28 | 40 | 23500.00 | 23480.41 | 19.55 | 0.0319 | 1216.35 | 17.42 | HIGH |
| OK | 2026-05-26 | 68 | 23650.00 | 23626.82 | 17.73 | 0.0547 | 1445.05 | 89.93 | HIGH |
| OK | 2026-06-30 | 103 | 24000.00 | 23730.44 | 16.28 | 0.0829 | 1661.75 | 0.00 | LOW |
| OK | 2026-09-29 | 194 | 24000.00 | 24139.08 | 15.46 | 0.1581 | 2167.50 | 0.00 | LOW |
| OK | 2026-12-29 | 285 | 25000.00 | 24559.83 | 13.90 | 0.2320 | 2453.25 | 82.87 | MEDIUM |