As of: 2026-05-12
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 7 | 23650.00 | 23667.71 | 18.11 | 0.0068 | 481.80 | 14.85 | HIGH |
| OK | 2026-05-26 | 14 | 23650.00 | 23671.99 | 18.59 | 0.0129 | 693.30 | 4.59 | HIGH |
| OK | 2026-06-02 | 21 | 23700.00 | 23705.19 | 17.82 | 0.0186 | 812.80 | 74.31 | HIGH |
| OK | 2026-06-09 | 28 | 23750.00 | 23734.60 | 17.48 | 0.0247 | 920.88 | 88.03 | HIGH |
| OK | 2026-06-30 | 49 | 23800.00 | 23794.55 | 17.00 | 0.0425 | 1185.40 | 28.06 | HIGH |
| OK | 2026-07-28 | 77 | 23900.00 | 23922.05 | 16.47 | 0.0669 | 1445.05 | 64.70 | HIGH |
| OK | 2026-09-29 | 140 | 24000.00 | 24258.40 | 15.52 | 0.1213 | 1862.00 | 0.00 | LOW |
| OK | 2026-12-29 | 231 | 25000.00 | 24726.34 | 14.18 | 0.1988 | 2247.20 | 102.47 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 322 | 0.00 | 0.00 | N/A | 0.8823 | 0.00 | 0.00 | N/A |