As of: 2026-03-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 5 | 23200.00 | 23220.78 | 26.71 | 0.0042 | 593.19 | 20.33 | HIGH |
| OK | 2026-04-07 | 13 | 23250.00 | 23244.74 | 25.54 | 0.0100 | 902.05 | 3.38 | HIGH |
| OK | 2026-04-13 | 19 | 23300.00 | 23276.43 | 25.19 | 0.0149 | 1074.45 | 69.05 | HIGH |
| OK | 2026-04-21 | 27 | 23300.00 | 23313.72 | 18.03 | 0.0213 | 915.55 | 56.64 | MEDIUM |
| OK | 2026-04-28 | 34 | 23350.00 | 23358.12 | 23.27 | 0.0271 | 1327.38 | 10.08 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 41 | 0.00 | 0.00 | N/A | 0.1129 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 62 | 23500.00 | 23490.60 | 20.49 | 0.0498 | 1585.50 | 66.36 | HIGH |
| OK | 2026-06-30 | 97 | 24000.00 | 23611.59 | 18.00 | 0.0780 | 1790.25 | 0.00 | LOW |
| OK | 2026-09-29 | 188 | 24000.00 | 24047.07 | 16.17 | 0.1532 | 2224.60 | 54.11 | MEDIUM |
| OK | 2026-12-29 | 279 | 24000.00 | 24441.08 | 15.28 | 0.2271 | 2604.55 | 96.58 | MEDIUM |