As of: 2026-04-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 7 | 23000.00 | 23015.10 | 30.71 | 0.0061 | 780.99 | 51.96 | HIGH |
| OK | 2026-04-21 | 15 | 23050.00 | 23041.76 | 26.59 | 0.0128 | 990.82 | 43.14 | HIGH |
| OK | 2026-04-28 | 22 | 23050.00 | 23073.33 | 26.41 | 0.0188 | 1192.88 | 5.99 | HIGH |
| SPARSE | 2026-05-05 | 29 | 23100.00 | 23124.25 | 19.01 | 0.0244 | 987.90 | 162.76 | MEDIUM |
| OK | 2026-05-26 | 50 | 23200.00 | 23207.45 | 23.06 | 0.0425 | 1578.95 | 40.03 | HIGH |
| OK | 2026-06-30 | 85 | 23350.00 | 23373.50 | 18.12 | 0.0719 | 1629.40 | 88.37 | HIGH |
| OK | 2026-09-29 | 176 | 24000.00 | 23808.29 | 17.01 | 0.1501 | 2256.00 | 0.00 | LOW |
| OK | 2026-12-29 | 267 | 24000.00 | 24205.21 | 15.95 | 0.2272 | 2625.38 | 115.31 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 358 | 0.00 | 0.00 | N/A | 0.9802 | 0.00 | 0.00 | N/A |