As of: 2026-03-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-30 | 3 | 22800.00 | 22815.61 | 25.50 | 0.0020 | 421.22 | 6.49 | HIGH |
| OK | 2026-04-07 | 11 | 22850.00 | 22834.84 | 29.85 | 0.0078 | 944.50 | 23.43 | HIGH |
| OK | 2026-04-13 | 17 | 22850.00 | 22860.59 | 19.75 | 0.0127 | 777.30 | 54.14 | HIGH |
| OK | 2026-04-21 | 25 | 22900.00 | 22892.03 | 12.42 | 0.0191 | 593.55 | 7.76 | MEDIUM |
| OK | 2026-04-28 | 32 | 22950.00 | 22928.69 | 27.15 | 0.0249 | 1470.92 | 21.61 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 39 | 0.00 | 0.00 | N/A | 0.1068 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 60 | 23050.00 | 23056.86 | 23.77 | 0.0477 | 1771.55 | 55.24 | HIGH |
| OK | 2026-06-30 | 95 | 23000.00 | 23194.10 | 21.27 | 0.0759 | 2003.85 | 0.00 | LOW |
| OK | 2026-09-29 | 186 | 24000.00 | 23616.24 | 17.27 | 0.1510 | 2359.68 | 71.70 | MEDIUM |
| OK | 2026-12-29 | 277 | 24000.00 | 24021.99 | 16.40 | 0.2249 | 2734.35 | 126.63 | MEDIUM |