As of: 2026-04-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 6 | 22950.00 | 22937.00 | 25.93 | 0.0053 | 621.10 | 65.95 | HIGH |
| OK | 2026-04-13 | 12 | 22950.00 | 22960.66 | 25.91 | 0.0104 | 868.90 | 11.23 | HIGH |
| OK | 2026-04-21 | 20 | 23000.00 | 22993.16 | 25.60 | 0.0171 | 1106.00 | 93.37 | HIGH |
| OK | 2026-04-28 | 27 | 23000.00 | 23023.96 | 24.89 | 0.0231 | 1248.20 | 8.76 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 34 | 0.00 | 0.00 | N/A | 0.0938 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 55 | 23150.00 | 23169.56 | 22.29 | 0.0468 | 1601.83 | 83.07 | HIGH |
| OK | 2026-06-30 | 90 | 23300.00 | 23293.27 | 19.90 | 0.0762 | 1838.35 | 22.06 | MEDIUM |
| OK | 2026-09-29 | 181 | 24000.00 | 23734.46 | 16.90 | 0.1544 | 2275.85 | 0.00 | LOW |
| OK | 2026-12-29 | 272 | 24000.00 | 24125.37 | 16.12 | 0.2315 | 2671.00 | 118.04 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 363 | 0.00 | 0.00 | N/A | 0.9945 | 0.00 | 0.00 | N/A |