As of: 2026-05-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 8 | 23650.00 | 23653.47 | 19.49 | 0.0074 | 547.80 | 35.70 | HIGH |
| OK | 2026-06-02 | 15 | 23700.00 | 23675.79 | 18.78 | 0.0131 | 722.10 | 34.01 | HIGH |
| OK | 2026-06-09 | 22 | 23700.00 | 23694.24 | 18.70 | 0.0192 | 869.60 | 53.14 | HIGH |
| OK | 2026-06-16 | 29 | 23600.00 | 23584.60 | 18.63 | 0.0253 | 989.92 | 93.63 | HIGH |
| OK | 2026-06-30 | 43 | 23750.00 | 23740.91 | 17.73 | 0.0370 | 1153.85 | 13.03 | HIGH |
| OK | 2026-07-28 | 71 | 23850.00 | 23850.62 | 17.06 | 0.0614 | 1431.70 | 70.49 | HIGH |
| OK | 2026-09-29 | 134 | 24000.00 | 24164.04 | 15.94 | 0.1158 | 1859.97 | 48.26 | MEDIUM |
| OK | 2026-12-29 | 225 | 25000.00 | 24614.54 | 14.18 | 0.1933 | 2222.96 | 106.20 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 316 | 0.00 | 0.00 | N/A | 0.8654 | 0.00 | 0.00 | N/A |