As of: 2026-05-26
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 7 | 24050.00 | 24057.76 | 14.37 | 0.0064 | 388.65 | 20.88 | HIGH |
| OK | 2026-06-09 | 14 | 24100.00 | 24076.70 | 14.40 | 0.0125 | 547.10 | 31.03 | HIGH |
| OK | 2026-06-16 | 21 | 24100.00 | 24090.87 | 14.08 | 0.0186 | 653.02 | 25.37 | HIGH |
| OK | 2026-06-23 | 28 | 24100.00 | 24090.25 | 14.12 | 0.0247 | 755.02 | 29.10 | HIGH |
| OK | 2026-06-30 | 35 | 24100.00 | 24105.57 | 14.06 | 0.0303 | 839.90 | 5.78 | HIGH |
| OK | 2026-07-28 | 63 | 24200.00 | 24210.53 | 14.21 | 0.0547 | 1141.80 | 44.83 | HIGH |
| OK | 2026-09-29 | 126 | 24000.00 | 24495.26 | 14.42 | 0.1091 | 1686.55 | 0.00 | LOW |
| OK | 2026-12-29 | 217 | 25000.00 | 24973.94 | 13.53 | 0.1866 | 2079.00 | 68.02 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 308 | 0.00 | 0.00 | N/A | 0.8439 | 0.00 | 0.00 | N/A |