As of: 2026-06-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 7 | 23550.00 | 23544.07 | 14.62 | 0.0064 | 383.13 | 8.58 | HIGH |
| OK | 2026-06-16 | 14 | 23550.00 | 23565.41 | 14.67 | 0.0125 | 541.95 | 41.45 | HIGH |
| OK | 2026-06-23 | 21 | 23550.00 | 23569.71 | 14.57 | 0.0186 | 658.52 | 22.12 | HIGH |
| OK | 2026-06-30 | 28 | 23550.00 | 23570.54 | 14.41 | 0.0242 | 751.35 | 6.49 | HIGH |
| OK | 2026-07-28 | 56 | 23650.00 | 23673.99 | 14.03 | 0.0486 | 1037.95 | 26.01 | HIGH |
| OK | 2026-08-25 | 84 | 23750.00 | 23769.83 | 13.83 | 0.0731 | 1258.22 | 44.45 | HIGH |
| OK | 2026-09-29 | 119 | 24000.00 | 23952.78 | 13.80 | 0.1031 | 1507.83 | 0.00 | LOW |
| OK | 2026-12-29 | 210 | 24000.00 | 24422.32 | 13.83 | 0.1807 | 2052.55 | 66.92 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 301 | 0.00 | 0.00 | N/A | 0.8244 | 0.00 | 0.00 | N/A |