As of: 2026-05-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 7 | 23600.00 | 23602.06 | 16.94 | 0.0061 | 441.95 | 7.25 | HIGH |
| OK | 2026-06-02 | 14 | 23600.00 | 23624.66 | 17.21 | 0.0118 | 635.10 | 32.35 | HIGH |
| OK | 2026-06-09 | 21 | 23650.00 | 23651.85 | 17.43 | 0.0179 | 788.70 | 38.14 | HIGH |
| OK | 2026-06-16 | 28 | 23650.00 | 23665.78 | 17.48 | 0.0240 | 913.78 | 75.21 | HIGH |
| OK | 2026-06-30 | 42 | 23700.00 | 23694.99 | 17.06 | 0.0357 | 1093.50 | 37.30 | HIGH |
| OK | 2026-07-28 | 70 | 23800.00 | 23802.86 | 16.69 | 0.0601 | 1387.03 | 62.53 | HIGH |
| OK | 2026-09-29 | 133 | 24000.00 | 24118.02 | 15.53 | 0.1145 | 1801.35 | 0.00 | LOW |
| OK | 2026-12-29 | 224 | 25000.00 | 24569.83 | 14.04 | 0.1921 | 2200.70 | 79.77 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 315 | 0.00 | 0.00 | N/A | 0.8624 | 0.00 | 0.00 | N/A |