As of: 2026-05-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 4 | 23750.00 | 23746.29 | 15.54 | 0.0038 | 317.60 | 12.17 | HIGH |
| OK | 2026-06-02 | 11 | 23750.00 | 23763.94 | 15.72 | 0.0095 | 523.15 | 3.58 | HIGH |
| OK | 2026-06-09 | 18 | 23800.00 | 23787.85 | 16.13 | 0.0156 | 684.65 | 34.08 | HIGH |
| OK | 2026-06-16 | 25 | 23800.00 | 23804.71 | 16.34 | 0.0217 | 815.67 | 18.46 | HIGH |
| OK | 2026-06-23 | 32 | 23800.00 | 23806.21 | 16.23 | 0.0278 | 915.67 | 87.39 | HIGH |
| OK | 2026-06-30 | 39 | 23850.00 | 23830.83 | 16.20 | 0.0334 | 1010.25 | 7.64 | HIGH |
| OK | 2026-07-28 | 67 | 23950.00 | 23936.50 | 15.99 | 0.0578 | 1310.85 | 57.72 | HIGH |
| OK | 2026-09-29 | 130 | 24000.00 | 24227.28 | 15.22 | 0.1122 | 1757.00 | 0.00 | LOW |
| OK | 2026-12-29 | 221 | 25000.00 | 24687.80 | 13.91 | 0.1897 | 2158.93 | 156.10 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 312 | 0.00 | 0.00 | N/A | 0.8549 | 0.00 | 0.00 | N/A |