As of: 2026-03-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-24 | 5 | 23250.00 | 23246.36 | 21.70 | 0.0046 | 482.23 | 21.82 | HIGH |
| OK | 2026-03-30 | 11 | 23250.00 | 23271.80 | 21.63 | 0.0090 | 704.47 | 5.85 | HIGH |
| OK | 2026-04-07 | 19 | 23300.00 | 23307.98 | 20.49 | 0.0149 | 874.30 | 53.61 | HIGH |
| OK | 2026-04-13 | 25 | 23350.00 | 23344.29 | 21.82 | 0.0197 | 1068.62 | 90.20 | HIGH |
| REJECTED: iv_convergence | 2026-04-21 | 33 | 0.00 | 0.00 | N/A | 0.0910 | 0.00 | 0.00 | N/A |
| OK | 2026-04-28 | 40 | 23450.00 | 23429.92 | 20.08 | 0.0319 | 1246.42 | 18.26 | HIGH |
| OK | 2026-05-26 | 68 | 23600.00 | 23577.48 | 18.19 | 0.0547 | 1479.42 | 85.48 | HIGH |
| OK | 2026-06-30 | 103 | 24000.00 | 23684.47 | 16.49 | 0.0829 | 1685.90 | 0.00 | LOW |
| OK | 2026-09-29 | 194 | 24000.00 | 24090.69 | 15.50 | 0.1580 | 2169.10 | 0.00 | LOW |
| OK | 2026-12-29 | 285 | 25000.00 | 24512.94 | 14.01 | 0.2319 | 2475.57 | 75.89 | MEDIUM |