As of: 2026-05-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 4 | 23950.00 | 23939.42 | 13.80 | 0.0038 | 284.60 | 33.07 | HIGH |
| OK | 2026-06-09 | 11 | 23950.00 | 23955.62 | 14.02 | 0.0099 | 470.25 | 5.40 | HIGH |
| OK | 2026-06-16 | 18 | 24000.00 | 23979.71 | 13.83 | 0.0160 | 591.95 | 35.93 | HIGH |
| OK | 2026-06-23 | 25 | 23950.00 | 23974.61 | 13.54 | 0.0221 | 680.73 | 19.29 | HIGH |
| OK | 2026-06-30 | 32 | 24000.00 | 23979.64 | 13.59 | 0.0277 | 772.90 | 4.81 | HIGH |
| OK | 2026-07-28 | 60 | 24100.00 | 24093.46 | 13.57 | 0.0521 | 1059.30 | 49.26 | HIGH |
| OK | 2026-08-25 | 88 | 24200.00 | 24215.85 | 13.35 | 0.0765 | 1266.93 | 19.49 | HIGH |
| OK | 2026-09-29 | 123 | 24000.00 | 24384.40 | 13.73 | 0.1065 | 1569.35 | 0.00 | LOW |
| OK | 2026-12-29 | 214 | 25000.00 | 24866.63 | 13.19 | 0.1840 | 2012.00 | 67.55 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 305 | 0.00 | 0.00 | N/A | 0.8357 | 0.00 | 0.00 | N/A |