As of: 2026-05-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 4 | 23800.00 | 23787.94 | 16.98 | 0.0038 | 347.88 | 22.56 | HIGH |
| OK | 2026-05-26 | 11 | 23800.00 | 23797.09 | 17.86 | 0.0099 | 595.15 | 5.20 | HIGH |
| OK | 2026-06-02 | 18 | 23800.00 | 23823.24 | 17.53 | 0.0156 | 744.80 | 49.37 | HIGH |
| OK | 2026-06-09 | 25 | 23850.00 | 23849.64 | 17.39 | 0.0217 | 869.77 | 30.88 | HIGH |
| OK | 2026-06-16 | 32 | 23850.00 | 23862.05 | 16.20 | 0.0278 | 916.25 | 100.37 | HIGH |
| OK | 2026-06-30 | 46 | 23900.00 | 23890.13 | 16.82 | 0.0395 | 1140.85 | 16.59 | HIGH |
| OK | 2026-07-28 | 74 | 24000.00 | 24019.33 | 16.27 | 0.0639 | 1405.20 | 61.42 | HIGH |
| OK | 2026-09-29 | 137 | 24000.00 | 24322.65 | 15.52 | 0.1183 | 1851.40 | 0.00 | LOW |
| OK | 2026-12-29 | 228 | 25000.00 | 24785.83 | 14.01 | 0.1958 | 2205.00 | 72.24 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 319 | 0.00 | 0.00 | N/A | 0.8741 | 0.00 | 0.00 | N/A |