As of: 2026-05-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 6 | 23600.00 | 23609.37 | 17.82 | 0.0054 | 433.93 | 6.45 | HIGH |
| OK | 2026-06-02 | 13 | 23650.00 | 23630.78 | 17.56 | 0.0111 | 627.65 | 3.54 | HIGH |
| OK | 2026-06-09 | 20 | 23650.00 | 23657.74 | 17.78 | 0.0172 | 787.25 | 8.49 | HIGH |
| OK | 2026-06-16 | 27 | 23650.00 | 23673.88 | 17.73 | 0.0233 | 911.80 | 9.75 | HIGH |
| OK | 2026-06-30 | 41 | 23700.00 | 23706.12 | 17.35 | 0.0350 | 1100.53 | 10.39 | HIGH |
| OK | 2026-07-28 | 69 | 23800.00 | 23807.63 | 16.86 | 0.0594 | 1392.53 | 63.36 | HIGH |
| OK | 2026-09-29 | 132 | 24000.00 | 24112.26 | 15.60 | 0.1138 | 1801.85 | 0.00 | LOW |
| OK | 2026-12-29 | 223 | 25000.00 | 24567.21 | 14.12 | 0.1913 | 2208.97 | 113.84 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 314 | 0.00 | 0.00 | N/A | 0.8600 | 0.00 | 0.00 | N/A |