As of: 2026-03-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 5 | 23300.00 | 23276.94 | 25.07 | 0.0035 | 545.71 | 5.58 | HIGH |
| OK | 2026-04-07 | 13 | 23300.00 | 23307.90 | 25.48 | 0.0094 | 893.90 | 4.41 | HIGH |
| OK | 2026-04-13 | 19 | 23350.00 | 23340.17 | 23.44 | 0.0142 | 995.80 | 63.44 | HIGH |
| OK | 2026-04-21 | 27 | 23400.00 | 23378.43 | 23.80 | 0.0206 | 1207.72 | 55.43 | HIGH |
| OK | 2026-04-28 | 34 | 23400.00 | 23416.38 | 23.46 | 0.0264 | 1336.90 | 8.30 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 41 | 0.00 | 0.00 | N/A | 0.1123 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 62 | 23550.00 | 23558.79 | 20.64 | 0.0492 | 1597.92 | 68.03 | HIGH |
| OK | 2026-06-30 | 97 | 24000.00 | 23702.34 | 18.05 | 0.0774 | 1785.75 | 0.00 | LOW |
| OK | 2026-09-29 | 188 | 24000.00 | 24116.68 | 16.40 | 0.1525 | 2258.65 | 67.67 | MEDIUM |
| OK | 2026-12-29 | 279 | 25000.00 | 24542.17 | 14.32 | 0.2264 | 2498.45 | 88.01 | MEDIUM |