As of: 2026-06-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 6 | 23500.00 | 23482.98 | 15.69 | 0.0051 | 377.49 | 21.79 | HIGH |
| OK | 2026-06-16 | 13 | 23500.00 | 23508.45 | 15.34 | 0.0112 | 542.75 | 3.19 | HIGH |
| OK | 2026-06-23 | 20 | 23500.00 | 23510.06 | 15.07 | 0.0173 | 661.55 | 82.08 | HIGH |
| OK | 2026-06-30 | 27 | 23500.00 | 23518.37 | 14.96 | 0.0229 | 763.15 | 6.10 | HIGH |
| OK | 2026-07-07 | 34 | 23650.00 | 23643.31 | 3.66 | 0.0290 | 210.75 | 0.00 | LOW |
| OK | 2026-07-28 | 55 | 23600.00 | 23622.44 | 14.46 | 0.0474 | 1057.20 | 11.12 | HIGH |
| OK | 2026-08-25 | 83 | 23750.00 | 23728.19 | 14.10 | 0.0718 | 1273.43 | 34.68 | HIGH |
| OK | 2026-09-29 | 118 | 24000.00 | 23906.05 | 13.84 | 0.1018 | 1504.85 | 0.00 | LOW |
| OK | 2026-12-29 | 209 | 24000.00 | 24394.41 | 13.75 | 0.1794 | 2031.27 | 67.81 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 300 | 0.00 | 0.00 | N/A | 0.8214 | 0.00 | 0.00 | N/A |