As of: 2026-04-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 7 | 22850.00 | 22851.01 | 30.59 | 0.0063 | 777.80 | 41.81 | HIGH |
| OK | 2026-04-21 | 15 | 22900.00 | 22875.30 | 28.00 | 0.0130 | 1039.80 | 36.83 | HIGH |
| OK | 2026-04-28 | 22 | 22900.00 | 22907.28 | 26.86 | 0.0191 | 1207.10 | 8.22 | HIGH |
| SPARSE | 2026-05-05 | 29 | 22950.00 | 22951.20 | 2.03 | 0.0246 | 105.05 | 7.92 | MEDIUM |
| OK | 2026-05-26 | 50 | 23050.00 | 23043.54 | 23.60 | 0.0428 | 1607.05 | 41.37 | HIGH |
| OK | 2026-06-30 | 85 | 23200.00 | 23203.96 | 20.96 | 0.0722 | 1872.50 | 94.22 | HIGH |
| OK | 2026-09-29 | 176 | 24000.00 | 23626.09 | 17.23 | 0.1503 | 2291.60 | 80.37 | MEDIUM |
| OK | 2026-12-29 | 267 | 24000.00 | 24027.21 | 16.09 | 0.2274 | 2634.15 | 121.57 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 358 | 0.00 | 0.00 | N/A | 0.9804 | 0.00 | 0.00 | N/A |