As of: 2026-05-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 4 | 23600.00 | 23619.97 | 15.92 | 0.0031 | 314.42 | 23.52 | HIGH |
| OK | 2026-05-26 | 11 | 23650.00 | 23632.17 | 17.70 | 0.0092 | 579.75 | 3.88 | HIGH |
| OK | 2026-06-02 | 18 | 23650.00 | 23658.97 | 17.50 | 0.0149 | 733.50 | 30.94 | HIGH |
| OK | 2026-06-09 | 25 | 23700.00 | 23684.25 | 17.54 | 0.0210 | 867.55 | 53.93 | HIGH |
| OK | 2026-06-16 | 32 | 23750.00 | 23735.19 | 17.18 | 0.0271 | 963.25 | 83.90 | HIGH |
| OK | 2026-06-30 | 46 | 23750.00 | 23728.25 | 16.98 | 0.0388 | 1141.55 | 37.41 | HIGH |
| OK | 2026-07-28 | 74 | 23850.00 | 23847.50 | 16.50 | 0.0632 | 1412.58 | 34.54 | HIGH |
| OK | 2026-09-29 | 137 | 24000.00 | 24148.60 | 15.58 | 0.1176 | 1835.95 | 57.80 | MEDIUM |
| OK | 2026-12-29 | 228 | 25000.00 | 24619.59 | 14.13 | 0.1952 | 2230.05 | 87.01 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 319 | 0.00 | 0.00 | N/A | 0.8734 | 0.00 | 0.00 | N/A |