As of: 2026-03-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 3 | 23050.00 | 23065.19 | 29.11 | 0.0027 | 505.38 | 25.23 | HIGH |
| OK | 2026-04-07 | 11 | 23100.00 | 23086.17 | 28.64 | 0.0085 | 926.00 | 3.56 | HIGH |
| OK | 2026-04-13 | 17 | 23100.00 | 23120.13 | 28.16 | 0.0134 | 1128.40 | 87.11 | HIGH |
| OK | 2026-04-21 | 25 | 23150.00 | 23155.58 | 23.07 | 0.0197 | 1120.38 | 97.84 | MEDIUM |
| OK | 2026-04-28 | 32 | 23200.00 | 23186.21 | 25.30 | 0.0256 | 1390.90 | 21.18 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 39 | 0.00 | 0.00 | N/A | 0.1075 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 60 | 23350.00 | 23340.74 | 22.13 | 0.0483 | 1673.95 | 104.88 | HIGH |
| OK | 2026-06-30 | 95 | 23000.00 | 23452.95 | 20.62 | 0.0765 | 1983.45 | 30.37 | MEDIUM |
| REJECTED: forward_unstable | 2026-09-29 | 186 | 0.00 | 0.00 | N/A | 0.5099 | 0.00 | 283.97 | N/A |
| OK | 2026-12-29 | 277 | 24000.00 | 24304.56 | 15.84 | 0.2256 | 2667.95 | 108.63 | MEDIUM |