As of: 2026-03-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 6 | 22850.00 | 22848.13 | 28.99 | 0.0051 | 691.20 | 15.95 | HIGH |
| OK | 2026-04-07 | 14 | 22900.00 | 22880.45 | 26.77 | 0.0110 | 965.70 | 56.41 | HIGH |
| OK | 2026-04-13 | 20 | 22900.00 | 22901.34 | 26.60 | 0.0158 | 1144.05 | 71.18 | HIGH |
| REJECTED: iv_garbage | 2026-04-21 | 28 | 0.00 | 0.00 | N/A | 0.0773 | 0.00 | 0.00 | N/A |
| OK | 2026-04-28 | 35 | 23000.00 | 22981.88 | 25.24 | 0.0280 | 1437.80 | 12.29 | HIGH |
| OK | 2026-05-26 | 63 | 23100.00 | 23124.07 | 22.30 | 0.0508 | 1710.70 | 64.27 | HIGH |
| OK | 2026-06-30 | 98 | 23000.00 | 23237.73 | 20.05 | 0.0790 | 1926.76 | 0.00 | LOW |
| OK | 2026-09-29 | 189 | 24000.00 | 23672.48 | 16.63 | 0.1542 | 2289.65 | 28.55 | MEDIUM |
| OK | 2026-12-29 | 280 | 24000.00 | 24053.18 | 15.81 | 0.2281 | 2652.60 | 114.68 | MEDIUM |