As of: 2026-06-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 6 | 23300.00 | 23318.28 | 16.70 | 0.0058 | 406.59 | 52.26 | HIGH |
| OK | 2026-06-16 | 13 | 23350.00 | 23343.23 | 15.93 | 0.0119 | 565.25 | 3.85 | HIGH |
| OK | 2026-06-23 | 20 | 23350.00 | 23344.77 | 15.50 | 0.0180 | 680.05 | 51.72 | HIGH |
| OK | 2026-06-30 | 27 | 23350.00 | 23346.62 | 15.41 | 0.0236 | 784.15 | 7.01 | HIGH |
| REJECTED: insufficient_strikes | 2026-07-07 | 34 | 0.00 | 0.00 | N/A | 0.0938 | 0.00 | 0.00 | N/A |
| OK | 2026-07-28 | 55 | 23450.00 | 23457.37 | 14.84 | 0.0480 | 1080.03 | 20.24 | HIGH |
| OK | 2026-08-25 | 83 | 23550.00 | 23565.98 | 14.36 | 0.0725 | 1288.75 | 58.77 | HIGH |
| OK | 2026-09-29 | 118 | 24000.00 | 23745.16 | 13.96 | 0.1025 | 1526.00 | 0.00 | LOW |
| OK | 2026-12-29 | 209 | 24000.00 | 24219.93 | 14.08 | 0.1801 | 2056.88 | 85.53 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 300 | 0.00 | 0.00 | N/A | 0.8220 | 0.00 | 0.00 | N/A |