As of: 2026-05-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 6 | 23950.00 | 23927.61 | 12.35 | 0.0050 | 305.37 | 17.37 | HIGH |
| OK | 2026-06-09 | 13 | 23950.00 | 23945.70 | 13.15 | 0.0111 | 475.75 | 3.72 | HIGH |
| OK | 2026-06-16 | 20 | 23950.00 | 23965.77 | 13.33 | 0.0172 | 598.02 | 15.53 | HIGH |
| OK | 2026-06-23 | 27 | 23950.00 | 23961.07 | 13.42 | 0.0233 | 698.73 | 48.09 | HIGH |
| OK | 2026-06-30 | 34 | 23950.00 | 23968.07 | 13.66 | 0.0289 | 798.05 | 5.07 | HIGH |
| OK | 2026-07-28 | 62 | 24050.00 | 24074.98 | 13.67 | 0.0533 | 1082.02 | 30.30 | HIGH |
| OK | 2026-09-29 | 125 | 24000.00 | 24371.12 | 13.88 | 0.1077 | 1595.35 | 0.00 | LOW |
| OK | 2026-12-29 | 216 | 25000.00 | 24862.65 | 13.23 | 0.1852 | 2026.47 | 64.49 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 307 | 0.00 | 0.00 | N/A | 0.8408 | 0.00 | 0.00 | N/A |