As of: 2026-05-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 5 | 23650.00 | 23633.30 | 15.50 | 0.0041 | 342.68 | 6.73 | HIGH |
| OK | 2026-06-02 | 12 | 23650.00 | 23654.76 | 16.03 | 0.0098 | 548.50 | 3.25 | HIGH |
| OK | 2026-06-09 | 19 | 23700.00 | 23682.06 | 16.53 | 0.0159 | 712.70 | 30.41 | HIGH |
| OK | 2026-06-16 | 26 | 23700.00 | 23701.38 | 16.66 | 0.0220 | 840.47 | 21.45 | HIGH |
| OK | 2026-06-23 | 33 | 23700.00 | 23704.56 | 16.61 | 0.0281 | 944.42 | 78.27 | HIGH |
| OK | 2026-06-30 | 40 | 23700.00 | 23721.60 | 16.59 | 0.0337 | 1038.80 | 9.32 | HIGH |
| OK | 2026-07-28 | 68 | 23850.00 | 23828.99 | 16.32 | 0.0581 | 1339.22 | 49.66 | HIGH |
| OK | 2026-09-29 | 131 | 24000.00 | 24123.31 | 15.31 | 0.1125 | 1762.00 | 0.00 | LOW |
| OK | 2026-12-29 | 222 | 25000.00 | 24590.29 | 13.95 | 0.1901 | 2175.22 | 110.96 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 313 | 0.00 | 0.00 | N/A | 0.8570 | 0.00 | 0.00 | N/A |