As of: 2026-04-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 6 | 22900.00 | 22918.54 | 30.48 | 0.0058 | 728.90 | 51.07 | HIGH |
| OK | 2026-04-21 | 14 | 22950.00 | 22936.96 | 27.64 | 0.0124 | 999.33 | 32.52 | HIGH |
| OK | 2026-04-28 | 21 | 22950.00 | 22969.17 | 26.51 | 0.0185 | 1171.50 | 7.24 | HIGH |
| SPARSE | 2026-05-05 | 28 | 23000.00 | 23013.02 | 24.35 | 0.0241 | 1243.05 | 121.79 | MEDIUM |
| OK | 2026-05-26 | 49 | 23100.00 | 23105.88 | 23.19 | 0.0422 | 1569.05 | 71.51 | HIGH |
| OK | 2026-06-30 | 84 | 23200.00 | 23202.18 | 20.80 | 0.0716 | 1848.47 | 107.80 | HIGH |
| OK | 2026-09-29 | 175 | 24000.00 | 23688.62 | 17.22 | 0.1497 | 2281.10 | 82.51 | MEDIUM |
| OK | 2026-12-29 | 266 | 24000.00 | 24132.34 | 15.89 | 0.2269 | 2605.00 | 98.55 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 357 | 0.00 | 0.00 | N/A | 0.9781 | 0.00 | 0.00 | N/A |