As of: 2026-05-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 6 | 23400.00 | 23419.67 | 19.03 | 0.0058 | 465.31 | 47.89 | HIGH |
| OK | 2026-05-26 | 13 | 23450.00 | 23428.54 | 19.37 | 0.0119 | 690.30 | 3.81 | HIGH |
| OK | 2026-06-02 | 20 | 23450.00 | 23461.29 | 18.66 | 0.0176 | 822.45 | 54.11 | HIGH |
| OK | 2026-06-09 | 27 | 23550.00 | 23533.88 | 18.00 | 0.0237 | 923.52 | 96.14 | HIGH |
| OK | 2026-06-30 | 48 | 23550.00 | 23536.47 | 17.59 | 0.0415 | 1200.50 | 9.54 | HIGH |
| OK | 2026-07-28 | 76 | 23650.00 | 23668.20 | 16.93 | 0.0659 | 1460.03 | 56.52 | HIGH |
| OK | 2026-09-29 | 139 | 24000.00 | 24006.29 | 15.70 | 0.1203 | 1856.03 | 0.00 | LOW |
| OK | 2026-12-29 | 230 | 24000.00 | 24482.49 | 15.21 | 0.1978 | 2365.45 | 95.90 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 321 | 0.00 | 0.00 | N/A | 0.8795 | 0.00 | 0.00 | N/A |