As of: 2026-05-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-26 | 4 | 23850.00 | 23834.78 | 14.46 | 0.0034 | 291.94 | 9.88 | HIGH |
| OK | 2026-06-02 | 11 | 23850.00 | 23849.88 | 15.14 | 0.0091 | 502.35 | 3.47 | HIGH |
| OK | 2026-06-09 | 18 | 23850.00 | 23870.49 | 15.72 | 0.0152 | 666.28 | 9.35 | HIGH |
| OK | 2026-06-16 | 25 | 23900.00 | 23885.25 | 15.66 | 0.0213 | 782.85 | 11.48 | HIGH |
| OK | 2026-06-23 | 32 | 23900.00 | 23883.38 | 15.81 | 0.0274 | 893.75 | 13.59 | HIGH |
| OK | 2026-06-30 | 39 | 23900.00 | 23910.73 | 15.68 | 0.0330 | 978.75 | 6.34 | HIGH |
| OK | 2026-07-28 | 67 | 24000.00 | 24015.41 | 15.52 | 0.0574 | 1274.25 | 46.90 | HIGH |
| OK | 2026-09-29 | 130 | 24000.00 | 24306.83 | 15.04 | 0.1118 | 1746.05 | 0.00 | LOW |
| OK | 2026-12-29 | 221 | 25000.00 | 24777.21 | 13.77 | 0.1893 | 2133.31 | 68.60 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 312 | 0.00 | 0.00 | N/A | 0.8545 | 0.00 | 0.00 | N/A |