As of: 2026-03-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 3 | 22950.00 | 22954.24 | 26.92 | 0.0023 | 454.42 | 3.44 | HIGH |
| OK | 2026-04-07 | 11 | 22950.00 | 22964.77 | 29.77 | 0.0081 | 950.90 | 11.64 | HIGH |
| OK | 2026-04-13 | 17 | 23000.00 | 22988.08 | 29.56 | 0.0130 | 1173.55 | 70.10 | HIGH |
| OK | 2026-04-21 | 25 | 23050.00 | 23068.38 | 18.64 | 0.0193 | 899.07 | 101.83 | HIGH |
| OK | 2026-04-28 | 32 | 23050.00 | 23063.98 | 26.76 | 0.0252 | 1459.07 | 18.34 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 39 | 0.00 | 0.00 | N/A | 0.1071 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 60 | 23200.00 | 23202.57 | 23.30 | 0.0479 | 1749.25 | 65.93 | HIGH |
| OK | 2026-06-30 | 95 | 23000.00 | 23346.97 | 21.30 | 0.0761 | 2027.98 | 33.55 | MEDIUM |
| OK | 2026-09-29 | 186 | 24000.00 | 23753.46 | 17.32 | 0.1513 | 2362.30 | 93.75 | MEDIUM |
| OK | 2026-12-29 | 277 | 24000.00 | 24145.11 | 16.32 | 0.2252 | 2730.10 | 116.67 | MEDIUM |