As of: 2026-05-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 6 | 23900.00 | 23916.98 | 13.47 | 0.0054 | 336.33 | 35.71 | HIGH |
| OK | 2026-06-09 | 13 | 23950.00 | 23938.29 | 13.95 | 0.0115 | 507.50 | 5.50 | HIGH |
| OK | 2026-06-16 | 20 | 23950.00 | 23957.86 | 13.87 | 0.0176 | 624.30 | 21.93 | HIGH |
| OK | 2026-06-23 | 27 | 23950.00 | 23953.37 | 13.82 | 0.0237 | 721.10 | 60.75 | HIGH |
| OK | 2026-06-30 | 34 | 23950.00 | 23957.37 | 13.89 | 0.0293 | 813.00 | 7.63 | HIGH |
| OK | 2026-07-28 | 62 | 24050.00 | 24071.59 | 13.74 | 0.0537 | 1089.17 | 40.30 | HIGH |
| OK | 2026-09-29 | 125 | 24000.00 | 24371.31 | 14.07 | 0.1081 | 1616.90 | 0.00 | LOW |
| OK | 2026-12-29 | 216 | 25000.00 | 24851.99 | 13.34 | 0.1856 | 2044.30 | 66.37 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 307 | 0.00 | 0.00 | N/A | 0.8412 | 0.00 | 0.00 | N/A |