As of: 2026-06-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 8 | 23450.00 | 23467.43 | 15.84 | 0.0071 | 439.05 | 14.57 | HIGH |
| OK | 2026-06-16 | 15 | 23500.00 | 23484.55 | 15.42 | 0.0132 | 586.00 | 15.55 | HIGH |
| OK | 2026-06-23 | 22 | 23500.00 | 23482.96 | 14.97 | 0.0194 | 688.88 | 19.43 | HIGH |
| OK | 2026-06-30 | 29 | 23500.00 | 23476.31 | 14.96 | 0.0250 | 790.25 | 6.75 | HIGH |
| OK | 2026-07-28 | 57 | 23600.00 | 23592.83 | 14.40 | 0.0494 | 1070.75 | 14.83 | HIGH |
| OK | 2026-08-25 | 85 | 23700.00 | 23695.39 | 14.16 | 0.0738 | 1291.72 | 75.57 | HIGH |
| OK | 2026-09-29 | 120 | 24000.00 | 23874.55 | 14.03 | 0.1039 | 1538.80 | 0.00 | LOW |
| OK | 2026-12-29 | 211 | 24000.00 | 24343.39 | 14.15 | 0.1815 | 2091.88 | 64.89 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 302 | 0.00 | 0.00 | N/A | 0.8268 | 0.00 | 0.00 | N/A |