As of: 2026-05-26
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 7 | 24000.00 | 24014.21 | 14.12 | 0.0060 | 377.40 | 37.63 | HIGH |
| OK | 2026-06-09 | 14 | 24050.00 | 24030.20 | 14.30 | 0.0121 | 539.20 | 27.86 | HIGH |
| OK | 2026-06-16 | 21 | 24050.00 | 24054.91 | 14.05 | 0.0182 | 648.15 | 20.34 | HIGH |
| OK | 2026-06-23 | 28 | 24050.00 | 24048.59 | 13.95 | 0.0243 | 742.50 | 70.33 | HIGH |
| OK | 2026-06-30 | 35 | 24050.00 | 24059.70 | 13.87 | 0.0299 | 824.97 | 5.18 | HIGH |
| OK | 2026-07-28 | 63 | 24150.00 | 24167.02 | 13.88 | 0.0543 | 1112.22 | 34.98 | HIGH |
| OK | 2026-09-29 | 126 | 24000.00 | 24479.47 | 14.12 | 0.1087 | 1649.20 | 0.00 | LOW |
| OK | 2026-12-29 | 217 | 25000.00 | 24946.73 | 13.40 | 0.1862 | 2057.50 | 65.12 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 308 | 0.00 | 0.00 | N/A | 0.8435 | 0.00 | 0.00 | N/A |