As of: 2026-05-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 8 | 23950.00 | 23965.08 | 14.82 | 0.0070 | 422.20 | 27.38 | HIGH |
| OK | 2026-06-09 | 15 | 24000.00 | 23982.14 | 14.99 | 0.0131 | 583.60 | 7.29 | HIGH |
| OK | 2026-06-16 | 22 | 24000.00 | 23998.73 | 14.66 | 0.0192 | 690.62 | 17.25 | HIGH |
| OK | 2026-06-23 | 29 | 24000.00 | 23996.01 | 14.72 | 0.0253 | 795.38 | 59.70 | HIGH |
| OK | 2026-06-30 | 36 | 24000.00 | 24011.42 | 14.70 | 0.0309 | 884.90 | 5.88 | HIGH |
| OK | 2026-07-28 | 64 | 24100.00 | 24117.12 | 14.53 | 0.0553 | 1170.78 | 52.72 | HIGH |
| OK | 2026-09-29 | 127 | 24000.00 | 24409.91 | 14.44 | 0.1097 | 1677.40 | 0.00 | LOW |
| OK | 2026-12-29 | 218 | 25000.00 | 24892.41 | 13.44 | 0.1872 | 2067.98 | 69.50 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 309 | 0.00 | 0.00 | N/A | 0.8463 | 0.00 | 0.00 | N/A |