As of: 2026-03-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 7 | 22500.00 | 22513.38 | 34.69 | 0.0057 | 868.70 | 13.78 | HIGH |
| OK | 2026-04-07 | 15 | 22550.00 | 22547.63 | 20.93 | 0.0116 | 765.52 | 19.06 | HIGH |
| OK | 2026-04-13 | 21 | 22600.00 | 22585.64 | 20.63 | 0.0164 | 893.88 | 7.19 | HIGH |
| REJECTED: insufficient_strikes | 2026-04-21 | 29 | 0.00 | 0.00 | N/A | 0.0797 | 0.00 | 0.00 | N/A |
| OK | 2026-04-28 | 36 | 22650.00 | 22662.56 | 19.47 | 0.0286 | 1106.28 | 11.27 | HIGH |
| OK | 2026-05-26 | 64 | 22800.00 | 22806.39 | 24.45 | 0.0514 | 1862.93 | 94.20 | HIGH |
| OK | 2026-06-30 | 99 | 23000.00 | 22892.02 | 21.33 | 0.0796 | 2035.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2026-09-29 | 190 | 0.00 | 0.00 | N/A | 0.5205 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 281 | 24000.00 | 23685.93 | 16.54 | 0.2286 | 2768.70 | 112.69 | MEDIUM |