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 | 23747.07 | 13.99 | 0.0031 | 277.66 | 9.39 | HIGH |
| OK | 2026-06-02 | 11 | 23750.00 | 23763.10 | 14.91 | 0.0088 | 490.60 | 3.35 | HIGH |
| OK | 2026-06-09 | 18 | 23800.00 | 23784.29 | 15.51 | 0.0149 | 653.80 | 10.51 | HIGH |
| OK | 2026-06-16 | 25 | 23800.00 | 23800.47 | 15.67 | 0.0210 | 778.53 | 13.27 | HIGH |
| OK | 2026-06-23 | 32 | 23800.00 | 23796.45 | 15.73 | 0.0271 | 883.88 | 12.21 | HIGH |
| OK | 2026-06-30 | 39 | 23800.00 | 23824.00 | 15.68 | 0.0327 | 973.90 | 9.41 | HIGH |
| OK | 2026-07-28 | 67 | 23950.00 | 23928.48 | 15.54 | 0.0571 | 1271.20 | 37.77 | HIGH |
| OK | 2026-09-29 | 130 | 24000.00 | 24225.70 | 14.99 | 0.1115 | 1729.75 | 0.00 | LOW |
| OK | 2026-12-29 | 221 | 25000.00 | 24712.27 | 13.70 | 0.1891 | 2124.20 | 69.12 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 312 | 0.00 | 0.00 | N/A | 0.8542 | 0.00 | 0.00 | N/A |