As of: 2026-06-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 7 | 23600.00 | 23607.30 | 13.60 | 0.0061 | 354.72 | 12.96 | HIGH |
| OK | 2026-06-16 | 14 | 23650.00 | 23630.06 | 13.68 | 0.0122 | 505.45 | 35.86 | HIGH |
| OK | 2026-06-23 | 21 | 23650.00 | 23630.58 | 13.88 | 0.0183 | 628.25 | 105.07 | HIGH |
| OK | 2026-06-30 | 28 | 23650.00 | 23632.41 | 14.10 | 0.0239 | 736.60 | 8.56 | HIGH |
| OK | 2026-07-28 | 56 | 23750.00 | 23736.15 | 13.84 | 0.0484 | 1026.50 | 21.62 | HIGH |
| OK | 2026-08-25 | 84 | 23850.00 | 23846.47 | 13.48 | 0.0728 | 1230.28 | 53.82 | HIGH |
| OK | 2026-09-29 | 119 | 24000.00 | 24021.13 | 13.61 | 0.1028 | 1488.05 | 0.00 | LOW |
| OK | 2026-12-29 | 210 | 24000.00 | 24487.17 | 13.70 | 0.1805 | 2045.85 | 63.11 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 301 | 0.00 | 0.00 | N/A | 0.8241 | 0.00 | 0.00 | N/A |