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 | 23789.24 | 15.64 | 0.0034 | 314.81 | 10.70 | HIGH |
| OK | 2026-05-26 | 11 | 23800.00 | 23799.94 | 17.23 | 0.0095 | 570.45 | 3.10 | HIGH |
| OK | 2026-06-02 | 18 | 23850.00 | 23826.51 | 16.93 | 0.0152 | 717.02 | 25.67 | HIGH |
| OK | 2026-06-09 | 25 | 23850.00 | 23850.03 | 16.98 | 0.0213 | 847.03 | 52.52 | HIGH |
| OK | 2026-06-16 | 32 | 23850.00 | 23866.22 | 16.73 | 0.0274 | 944.12 | 82.24 | HIGH |
| OK | 2026-06-30 | 46 | 23900.00 | 23895.07 | 16.62 | 0.0391 | 1125.72 | 9.14 | HIGH |
| OK | 2026-07-28 | 74 | 24000.00 | 24014.55 | 16.08 | 0.0635 | 1387.33 | 55.73 | HIGH |
| OK | 2026-09-29 | 137 | 24000.00 | 24331.83 | 15.56 | 0.1179 | 1857.00 | 0.00 | LOW |
| OK | 2026-12-29 | 228 | 25000.00 | 24784.56 | 13.93 | 0.1954 | 2191.97 | 72.55 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 319 | 0.00 | 0.00 | N/A | 0.8737 | 0.00 | 0.00 | N/A |