As of: 2026-03-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 7 | 22700.00 | 22721.43 | 30.21 | 0.0061 | 771.35 | 47.02 | HIGH |
| OK | 2026-04-07 | 15 | 22750.00 | 22749.07 | 27.34 | 0.0120 | 1013.80 | 52.41 | HIGH |
| OK | 2026-04-13 | 21 | 22850.00 | 22829.90 | 21.06 | 0.0168 | 925.67 | 55.53 | HIGH |
| OK | 2026-04-21 | 29 | 23000.00 | 22985.18 | 25.67 | 0.0232 | 1332.42 | 83.44 | MEDIUM |
| OK | 2026-04-28 | 36 | 22900.00 | 22876.56 | 25.25 | 0.0290 | 1452.20 | 13.13 | HIGH |
| OK | 2026-05-26 | 64 | 23000.00 | 23021.00 | 22.26 | 0.0518 | 1713.25 | 93.29 | HIGH |
| OK | 2026-06-30 | 99 | 23000.00 | 23125.01 | 19.95 | 0.0800 | 1915.30 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2026-09-29 | 190 | 0.00 | 0.00 | N/A | 0.5209 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 281 | 24000.00 | 23971.39 | 15.91 | 0.2290 | 2670.20 | 110.22 | MEDIUM |