As of: 2026-05-26
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 7 | 23950.00 | 23945.82 | 13.98 | 0.0057 | 369.92 | 28.79 | HIGH |
| OK | 2026-06-09 | 14 | 23950.00 | 23960.02 | 14.52 | 0.0118 | 543.50 | 19.15 | HIGH |
| OK | 2026-06-16 | 21 | 24000.00 | 23980.85 | 14.22 | 0.0179 | 652.80 | 21.07 | HIGH |
| OK | 2026-06-23 | 28 | 24000.00 | 23976.45 | 14.15 | 0.0240 | 750.33 | 74.61 | HIGH |
| OK | 2026-06-30 | 35 | 24000.00 | 23982.98 | 14.09 | 0.0296 | 835.00 | 4.87 | HIGH |
| OK | 2026-07-28 | 63 | 24100.00 | 24089.57 | 14.13 | 0.0540 | 1127.80 | 36.67 | HIGH |
| OK | 2026-09-29 | 126 | 24000.00 | 24391.06 | 14.24 | 0.1084 | 1644.15 | 0.00 | LOW |
| OK | 2026-12-29 | 217 | 25000.00 | 24883.56 | 13.44 | 0.1860 | 2062.30 | 72.24 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 308 | 0.00 | 0.00 | N/A | 0.8433 | 0.00 | 0.00 | N/A |