As of: 2026-05-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 6 | 23450.00 | 23459.88 | 18.57 | 0.0058 | 454.75 | 5.90 | HIGH |
| OK | 2026-06-02 | 13 | 23500.00 | 23483.87 | 18.35 | 0.0115 | 655.12 | 4.33 | HIGH |
| OK | 2026-06-09 | 20 | 23500.00 | 23511.97 | 18.54 | 0.0176 | 818.75 | 38.77 | HIGH |
| OK | 2026-06-16 | 27 | 23500.00 | 23524.96 | 18.27 | 0.0237 | 936.50 | 111.50 | HIGH |
| OK | 2026-06-30 | 41 | 23550.00 | 23560.99 | 17.81 | 0.0354 | 1124.83 | 12.40 | HIGH |
| OK | 2026-07-28 | 69 | 23650.00 | 23667.22 | 17.22 | 0.0598 | 1415.20 | 81.02 | HIGH |
| OK | 2026-09-29 | 132 | 24000.00 | 23987.46 | 15.80 | 0.1142 | 1819.15 | 0.00 | LOW |
| OK | 2026-12-29 | 223 | 24000.00 | 24444.32 | 15.43 | 0.1917 | 2356.60 | 91.40 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 314 | 0.00 | 0.00 | N/A | 0.8604 | 0.00 | 0.00 | N/A |