As of: 2026-05-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 5 | 23750.00 | 23751.62 | 16.38 | 0.0048 | 372.15 | 8.65 | HIGH |
| OK | 2026-06-02 | 12 | 23750.00 | 23771.29 | 16.48 | 0.0105 | 572.49 | 3.26 | HIGH |
| OK | 2026-06-09 | 19 | 23800.00 | 23797.02 | 16.78 | 0.0166 | 731.25 | 40.40 | HIGH |
| OK | 2026-06-16 | 26 | 23800.00 | 23813.66 | 16.75 | 0.0227 | 853.02 | 28.77 | HIGH |
| OK | 2026-06-23 | 33 | 23800.00 | 23807.20 | 16.67 | 0.0288 | 954.97 | 97.07 | HIGH |
| OK | 2026-06-30 | 40 | 23850.00 | 23843.49 | 16.43 | 0.0344 | 1037.32 | 7.57 | HIGH |
| OK | 2026-07-28 | 68 | 23950.00 | 23948.39 | 16.18 | 0.0588 | 1336.30 | 60.30 | HIGH |
| OK | 2026-09-29 | 131 | 24000.00 | 24247.40 | 15.31 | 0.1132 | 1776.55 | 0.00 | LOW |
| OK | 2026-12-29 | 222 | 25000.00 | 24707.03 | 14.00 | 0.1907 | 2177.25 | 74.90 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 313 | 0.00 | 0.00 | N/A | 0.8576 | 0.00 | 0.00 | N/A |