As of: 2026-05-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 4 | 23750.00 | 23765.55 | 14.04 | 0.0031 | 279.06 | 41.71 | HIGH |
| OK | 2026-06-09 | 11 | 23800.00 | 23788.95 | 14.75 | 0.0092 | 486.03 | 3.60 | HIGH |
| OK | 2026-06-16 | 18 | 23800.00 | 23808.40 | 14.62 | 0.0153 | 616.45 | 52.57 | HIGH |
| OK | 2026-06-23 | 25 | 23800.00 | 23807.03 | 14.20 | 0.0214 | 705.67 | 27.07 | HIGH |
| OK | 2026-06-30 | 32 | 23800.00 | 23806.00 | 14.24 | 0.0270 | 800.75 | 3.69 | HIGH |
| OK | 2026-07-28 | 60 | 23900.00 | 23910.83 | 14.07 | 0.0514 | 1088.00 | 52.01 | HIGH |
| OK | 2026-08-25 | 88 | 24000.00 | 24004.44 | 13.88 | 0.0758 | 1304.85 | 64.88 | HIGH |
| OK | 2026-09-29 | 123 | 24000.00 | 24203.90 | 13.95 | 0.1058 | 1564.70 | 0.00 | LOW |
| OK | 2026-12-29 | 214 | 25000.00 | 24693.74 | 13.34 | 0.1834 | 2037.65 | 62.04 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 305 | 0.00 | 0.00 | N/A | 0.8351 | 0.00 | 0.00 | N/A |