As of: 2026-06-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 8 | 23600.00 | 23576.23 | 15.87 | 0.0074 | 445.19 | 16.48 | HIGH |
| OK | 2026-06-16 | 15 | 23600.00 | 23590.95 | 15.51 | 0.0135 | 593.75 | 21.37 | HIGH |
| OK | 2026-06-23 | 22 | 23600.00 | 23589.82 | 14.97 | 0.0196 | 693.50 | 33.10 | HIGH |
| OK | 2026-06-30 | 29 | 23600.00 | 23581.93 | 14.97 | 0.0252 | 795.40 | 8.25 | HIGH |
| OK | 2026-07-28 | 57 | 23700.00 | 23699.24 | 14.40 | 0.0497 | 1076.50 | 15.06 | HIGH |
| OK | 2026-08-25 | 85 | 23800.00 | 23804.80 | 14.15 | 0.0741 | 1296.60 | 66.51 | HIGH |
| OK | 2026-09-29 | 120 | 24000.00 | 23974.72 | 14.02 | 0.1041 | 1538.25 | 0.00 | LOW |
| OK | 2026-12-29 | 211 | 24000.00 | 24447.65 | 14.23 | 0.1817 | 2119.90 | 67.20 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 302 | 0.00 | 0.00 | N/A | 0.8271 | 0.00 | 0.00 | N/A |