As of: 2026-06-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 5 | 23400.00 | 23381.33 | 16.14 | 0.0048 | 361.54 | 28.53 | HIGH |
| OK | 2026-06-16 | 12 | 23400.00 | 23408.06 | 15.77 | 0.0109 | 539.20 | 4.06 | HIGH |
| OK | 2026-06-23 | 19 | 23400.00 | 23412.78 | 15.47 | 0.0170 | 663.40 | 53.57 | HIGH |
| OK | 2026-06-30 | 26 | 23400.00 | 23419.95 | 15.37 | 0.0226 | 769.80 | 7.37 | HIGH |
| SPARSE | 2026-07-07 | 33 | 23450.00 | 23443.13 | 14.99 | 0.0287 | 845.95 | 7.91 | MEDIUM |
| OK | 2026-07-28 | 54 | 23550.00 | 23526.39 | 14.67 | 0.0470 | 1062.20 | 28.44 | HIGH |
| OK | 2026-08-25 | 82 | 23650.00 | 23630.99 | 14.47 | 0.0715 | 1294.95 | 50.07 | HIGH |
| OK | 2026-09-29 | 117 | 24000.00 | 23804.25 | 14.05 | 0.1015 | 1525.40 | 0.00 | LOW |
| OK | 2026-12-29 | 208 | 24000.00 | 24298.48 | 13.77 | 0.1791 | 2016.95 | 67.88 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 299 | 0.00 | 0.00 | N/A | 0.8193 | 0.00 | 0.00 | N/A |