As of: 2026-05-12
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 7 | 23450.00 | 23436.78 | 18.11 | 0.0061 | 469.40 | 11.44 | HIGH |
| OK | 2026-05-26 | 14 | 23450.00 | 23442.48 | 18.70 | 0.0122 | 685.15 | 3.36 | HIGH |
| OK | 2026-06-02 | 21 | 23450.00 | 23474.58 | 18.12 | 0.0179 | 813.52 | 34.35 | HIGH |
| OK | 2026-06-09 | 28 | 23500.00 | 23519.10 | 17.77 | 0.0240 | 923.22 | 110.71 | HIGH |
| OK | 2026-06-30 | 49 | 23550.00 | 23557.16 | 17.39 | 0.0418 | 1196.80 | 46.89 | HIGH |
| OK | 2026-07-28 | 77 | 23700.00 | 23690.43 | 16.52 | 0.0662 | 1434.07 | 58.95 | HIGH |
| OK | 2026-09-29 | 140 | 24000.00 | 24021.52 | 15.45 | 0.1206 | 1831.95 | 0.00 | LOW |
| OK | 2026-12-29 | 231 | 25000.00 | 24501.33 | 14.12 | 0.1982 | 2251.50 | 103.90 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 322 | 0.00 | 0.00 | N/A | 0.8816 | 0.00 | 0.00 | N/A |