As of: 2026-04-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 6 | 23100.00 | 23108.11 | 28.46 | 0.0051 | 672.90 | 41.02 | HIGH |
| OK | 2026-04-21 | 14 | 23150.00 | 23131.07 | 25.59 | 0.0118 | 925.15 | 54.10 | HIGH |
| OK | 2026-04-28 | 21 | 23150.00 | 23161.70 | 25.33 | 0.0178 | 1122.10 | 7.41 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 28 | 0.00 | 0.00 | N/A | 0.0767 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 49 | 23300.00 | 23287.12 | 22.28 | 0.0415 | 1516.65 | 47.45 | HIGH |
| OK | 2026-06-30 | 84 | 23400.00 | 23416.62 | 20.23 | 0.0710 | 1811.83 | 76.85 | HIGH |
| OK | 2026-09-29 | 175 | 24000.00 | 23871.02 | 16.83 | 0.1491 | 2226.00 | 0.00 | LOW |
| OK | 2026-12-29 | 266 | 24000.00 | 24260.13 | 15.77 | 0.2262 | 2596.80 | 115.60 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 357 | 0.00 | 0.00 | N/A | 0.9774 | 0.00 | 0.00 | N/A |