As of: 2026-05-11
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 8 | 23850.00 | 23871.06 | 18.11 | 0.0071 | 510.60 | 8.68 | HIGH |
| OK | 2026-05-26 | 15 | 23900.00 | 23877.08 | 17.98 | 0.0132 | 694.80 | 4.40 | HIGH |
| OK | 2026-06-02 | 22 | 23900.00 | 23910.62 | 17.46 | 0.0189 | 817.60 | 67.20 | HIGH |
| OK | 2026-06-09 | 29 | 23950.00 | 23937.27 | 17.05 | 0.0250 | 917.83 | 74.45 | HIGH |
| OK | 2026-06-30 | 50 | 24000.00 | 23997.99 | 16.68 | 0.0428 | 1181.40 | 43.81 | HIGH |
| OK | 2026-07-28 | 78 | 24150.00 | 24127.18 | 16.09 | 0.0672 | 1431.70 | 64.80 | HIGH |
| OK | 2026-09-29 | 141 | 24000.00 | 24454.67 | 15.58 | 0.1216 | 1906.12 | 0.00 | LOW |
| OK | 2026-12-29 | 232 | 25000.00 | 24934.92 | 14.22 | 0.1992 | 2257.75 | 73.15 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 323 | 0.00 | 0.00 | N/A | 0.8843 | 0.00 | 0.00 | N/A |