As of: 2026-05-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 6 | 24000.00 | 23978.50 | 12.28 | 0.0047 | 301.83 | 11.72 | HIGH |
| OK | 2026-06-09 | 13 | 24000.00 | 23994.84 | 13.01 | 0.0108 | 469.95 | 3.99 | HIGH |
| OK | 2026-06-16 | 20 | 24000.00 | 24012.08 | 13.13 | 0.0169 | 588.75 | 18.19 | HIGH |
| OK | 2026-06-23 | 27 | 24000.00 | 24006.42 | 12.97 | 0.0230 | 675.35 | 36.76 | HIGH |
| OK | 2026-06-30 | 34 | 24000.00 | 24014.52 | 13.34 | 0.0286 | 779.85 | 4.33 | HIGH |
| OK | 2026-07-28 | 62 | 24150.00 | 24125.69 | 13.32 | 0.0530 | 1056.97 | 34.68 | HIGH |
| OK | 2026-09-29 | 125 | 24000.00 | 24412.49 | 13.70 | 0.1074 | 1582.25 | 0.00 | LOW |
| OK | 2026-12-29 | 216 | 25000.00 | 24891.14 | 13.17 | 0.1850 | 2016.65 | 65.41 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 307 | 0.00 | 0.00 | N/A | 0.8405 | 0.00 | 0.00 | N/A |