As of: 2026-05-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 4 | 23900.00 | 23890.98 | 13.32 | 0.0034 | 269.30 | 16.58 | HIGH |
| OK | 2026-06-09 | 11 | 23900.00 | 23907.55 | 13.78 | 0.0095 | 458.20 | 3.07 | HIGH |
| OK | 2026-06-16 | 18 | 23950.00 | 23931.52 | 13.73 | 0.0156 | 583.88 | 43.61 | HIGH |
| OK | 2026-06-23 | 25 | 23950.00 | 23926.53 | 13.48 | 0.0217 | 675.40 | 43.42 | HIGH |
| OK | 2026-06-30 | 32 | 23950.00 | 23929.63 | 13.61 | 0.0273 | 770.75 | 4.65 | HIGH |
| OK | 2026-07-28 | 60 | 24050.00 | 24037.32 | 13.58 | 0.0517 | 1057.05 | 34.11 | HIGH |
| OK | 2026-08-25 | 88 | 24150.00 | 24156.77 | 13.42 | 0.0761 | 1269.68 | 36.39 | HIGH |
| OK | 2026-09-29 | 123 | 24000.00 | 24327.20 | 13.77 | 0.1061 | 1563.00 | 0.00 | LOW |
| OK | 2026-12-29 | 214 | 25000.00 | 24809.96 | 13.18 | 0.1836 | 2010.40 | 67.94 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 305 | 0.00 | 0.00 | N/A | 0.8353 | 0.00 | 0.00 | N/A |