As of: 2026-05-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 6 | 23650.00 | 23656.28 | 16.62 | 0.0051 | 402.32 | 8.88 | HIGH |
| OK | 2026-06-02 | 13 | 23700.00 | 23675.41 | 16.72 | 0.0108 | 596.65 | 3.51 | HIGH |
| OK | 2026-06-09 | 20 | 23700.00 | 23702.76 | 17.16 | 0.0169 | 759.25 | 10.33 | HIGH |
| OK | 2026-06-16 | 27 | 23700.00 | 23719.63 | 17.24 | 0.0230 | 887.10 | 8.26 | HIGH |
| OK | 2026-06-30 | 41 | 23750.00 | 23748.82 | 16.87 | 0.0347 | 1071.20 | 10.68 | HIGH |
| OK | 2026-07-28 | 69 | 23850.00 | 23853.83 | 16.58 | 0.0591 | 1371.30 | 55.88 | HIGH |
| OK | 2026-09-29 | 132 | 24000.00 | 24146.97 | 15.48 | 0.1135 | 1790.70 | 50.24 | MEDIUM |
| OK | 2026-12-29 | 223 | 25000.00 | 24608.57 | 14.02 | 0.1911 | 2189.85 | 97.76 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 314 | 0.00 | 0.00 | N/A | 0.8597 | 0.00 | 0.00 | N/A |