As of: 2026-05-12
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 7 | 23550.00 | 23568.01 | 18.87 | 0.0064 | 494.85 | 14.08 | HIGH |
| OK | 2026-05-26 | 14 | 23550.00 | 23572.44 | 18.92 | 0.0125 | 699.25 | 3.05 | HIGH |
| OK | 2026-06-02 | 21 | 23600.00 | 23603.59 | 18.18 | 0.0182 | 822.70 | 43.65 | HIGH |
| OK | 2026-06-09 | 28 | 23650.00 | 23638.00 | 17.90 | 0.0243 | 936.58 | 75.75 | HIGH |
| OK | 2026-06-30 | 49 | 23700.00 | 23685.51 | 17.49 | 0.0421 | 1211.97 | 28.53 | HIGH |
| OK | 2026-07-28 | 77 | 23800.00 | 23819.87 | 16.71 | 0.0665 | 1458.10 | 48.00 | HIGH |
| OK | 2026-09-29 | 140 | 24000.00 | 24150.64 | 15.67 | 0.1209 | 1867.20 | 55.49 | MEDIUM |
| OK | 2026-12-29 | 231 | 25000.00 | 24621.93 | 14.36 | 0.1984 | 2280.40 | 164.54 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 322 | 0.00 | 0.00 | N/A | 0.8819 | 0.00 | 0.00 | N/A |