As of: 2026-04-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 6 | 22950.00 | 22931.97 | 29.26 | 0.0054 | 692.55 | 38.20 | HIGH |
| OK | 2026-04-21 | 14 | 22950.00 | 22954.37 | 27.37 | 0.0120 | 984.92 | 31.62 | HIGH |
| OK | 2026-04-28 | 21 | 23000.00 | 22983.18 | 26.69 | 0.0181 | 1176.68 | 6.75 | HIGH |
| SPARSE | 2026-05-05 | 28 | 23050.00 | 23027.71 | 20.19 | 0.0237 | 1029.45 | 135.52 | MEDIUM |
| OK | 2026-05-26 | 49 | 23100.00 | 23118.18 | 23.51 | 0.0418 | 1589.30 | 48.51 | HIGH |
| OK | 2026-06-30 | 84 | 23300.00 | 23286.02 | 20.84 | 0.0712 | 1857.48 | 88.37 | HIGH |
| OK | 2026-09-29 | 175 | 24000.00 | 23723.58 | 17.22 | 0.1493 | 2280.00 | 0.00 | LOW |
| OK | 2026-12-29 | 266 | 24000.00 | 24127.52 | 15.94 | 0.2265 | 2612.53 | 115.03 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 357 | 0.00 | 0.00 | N/A | 0.9777 | 0.00 | 0.00 | N/A |