As of: 2026-06-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 6 | 23350.00 | 23337.53 | 16.08 | 0.0054 | 387.31 | 21.18 | HIGH |
| OK | 2026-06-16 | 13 | 23350.00 | 23359.60 | 15.65 | 0.0115 | 552.25 | 4.77 | HIGH |
| OK | 2026-06-23 | 20 | 23350.00 | 23364.48 | 15.42 | 0.0176 | 674.33 | 31.62 | HIGH |
| OK | 2026-06-30 | 27 | 23350.00 | 23369.03 | 15.54 | 0.0232 | 789.25 | 7.00 | HIGH |
| OK | 2026-07-07 | 34 | 23400.00 | 23393.56 | 12.32 | 0.0293 | 702.48 | 0.00 | LOW |
| OK | 2026-07-28 | 55 | 23450.00 | 23474.49 | 14.69 | 0.0476 | 1067.90 | 20.13 | HIGH |
| OK | 2026-08-25 | 83 | 23600.00 | 23580.42 | 14.33 | 0.0721 | 1286.03 | 37.85 | HIGH |
| OK | 2026-09-29 | 118 | 24000.00 | 23758.19 | 13.87 | 0.1021 | 1514.35 | 0.00 | LOW |
| OK | 2026-12-29 | 209 | 24000.00 | 24234.20 | 13.87 | 0.1797 | 2027.00 | 73.00 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 300 | 0.00 | 0.00 | N/A | 0.8216 | 0.00 | 0.00 | N/A |