As of: 2026-06-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 7 | 23350.00 | 23346.77 | 15.58 | 0.0068 | 408.85 | 52.24 | HIGH |
| OK | 2026-06-16 | 14 | 23350.00 | 23360.84 | 15.45 | 0.0129 | 568.90 | 38.68 | HIGH |
| OK | 2026-06-23 | 21 | 23350.00 | 23361.20 | 15.06 | 0.0190 | 677.15 | 12.28 | HIGH |
| OK | 2026-06-30 | 28 | 23350.00 | 23355.77 | 15.00 | 0.0246 | 777.35 | 6.64 | HIGH |
| OK | 2026-07-28 | 56 | 23450.00 | 23472.12 | 14.48 | 0.0490 | 1063.93 | 46.15 | HIGH |
| OK | 2026-08-25 | 84 | 23600.00 | 23584.14 | 14.13 | 0.0735 | 1277.38 | 71.71 | HIGH |
| OK | 2026-09-29 | 119 | 24000.00 | 23755.09 | 13.98 | 0.1035 | 1533.93 | 0.00 | LOW |
| OK | 2026-12-29 | 210 | 24000.00 | 24228.09 | 14.07 | 0.1811 | 2060.92 | 66.26 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 301 | 0.00 | 0.00 | N/A | 0.8248 | 0.00 | 0.00 | N/A |