As of: 2026-06-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 8 | 23650.00 | 23655.70 | 15.99 | 0.0078 | 453.55 | 21.42 | HIGH |
| OK | 2026-06-16 | 15 | 23650.00 | 23673.53 | 15.29 | 0.0139 | 590.25 | 37.17 | HIGH |
| OK | 2026-06-23 | 22 | 23650.00 | 23671.24 | 14.84 | 0.0200 | 691.65 | 35.21 | HIGH |
| OK | 2026-06-30 | 29 | 23650.00 | 23667.22 | 14.84 | 0.0256 | 792.84 | 8.79 | HIGH |
| OK | 2026-07-28 | 57 | 23800.00 | 23777.39 | 14.40 | 0.0501 | 1082.40 | 38.85 | HIGH |
| OK | 2026-08-25 | 85 | 23900.00 | 23888.12 | 14.17 | 0.0745 | 1304.60 | 88.54 | HIGH |
| OK | 2026-09-29 | 120 | 24000.00 | 24069.51 | 14.13 | 0.1045 | 1554.85 | 0.00 | LOW |
| OK | 2026-12-29 | 211 | 25000.00 | 24554.72 | 13.49 | 0.1821 | 2058.00 | 77.01 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 302 | 0.00 | 0.00 | N/A | 0.8275 | 0.00 | 0.00 | N/A |