As of: 2026-05-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 7 | 23750.00 | 23753.26 | 18.19 | 0.0068 | 485.61 | 5.99 | HIGH |
| OK | 2026-06-02 | 14 | 23800.00 | 23778.98 | 17.73 | 0.0125 | 665.00 | 20.34 | HIGH |
| OK | 2026-06-09 | 21 | 23800.00 | 23805.12 | 17.98 | 0.0186 | 823.70 | 37.94 | HIGH |
| OK | 2026-06-16 | 28 | 23800.00 | 23815.20 | 17.85 | 0.0247 | 942.77 | 82.63 | HIGH |
| OK | 2026-06-30 | 42 | 23850.00 | 23843.73 | 17.25 | 0.0364 | 1116.00 | 30.94 | HIGH |
| OK | 2026-07-28 | 70 | 23950.00 | 23949.14 | 16.70 | 0.0608 | 1399.15 | 79.43 | HIGH |
| OK | 2026-09-29 | 133 | 24000.00 | 24262.65 | 15.75 | 0.1152 | 1842.65 | 0.00 | LOW |
| OK | 2026-12-29 | 224 | 25000.00 | 24709.37 | 14.04 | 0.1927 | 2193.00 | 134.01 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 315 | 0.00 | 0.00 | N/A | 0.8631 | 0.00 | 0.00 | N/A |