As of: 2026-05-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 5 | 23600.00 | 23584.20 | 16.14 | 0.0044 | 359.32 | 52.08 | HIGH |
| OK | 2026-06-02 | 12 | 23600.00 | 23611.47 | 16.60 | 0.0101 | 569.30 | 3.66 | HIGH |
| OK | 2026-06-09 | 19 | 23650.00 | 23636.85 | 16.98 | 0.0162 | 732.40 | 30.52 | HIGH |
| OK | 2026-06-16 | 26 | 23650.00 | 23655.88 | 17.06 | 0.0223 | 860.88 | 24.80 | HIGH |
| OK | 2026-06-23 | 33 | 23650.00 | 23663.44 | 16.82 | 0.0284 | 955.62 | 98.92 | HIGH |
| OK | 2026-06-30 | 40 | 23700.00 | 23681.44 | 16.75 | 0.0340 | 1049.00 | 8.96 | HIGH |
| OK | 2026-07-28 | 68 | 23800.00 | 23780.71 | 16.56 | 0.0584 | 1356.85 | 47.60 | HIGH |
| OK | 2026-09-29 | 131 | 24000.00 | 24080.50 | 15.39 | 0.1128 | 1768.62 | 0.00 | LOW |
| OK | 2026-12-29 | 222 | 25000.00 | 24554.03 | 14.13 | 0.1903 | 2205.40 | 147.33 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 313 | 0.00 | 0.00 | N/A | 0.8572 | 0.00 | 0.00 | N/A |