As of: 2026-06-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 5 | 23450.00 | 23439.47 | 15.00 | 0.0044 | 331.90 | 17.04 | HIGH |
| OK | 2026-06-16 | 12 | 23450.00 | 23467.63 | 15.06 | 0.0105 | 513.45 | 3.30 | HIGH |
| OK | 2026-06-23 | 19 | 23450.00 | 23471.50 | 15.26 | 0.0166 | 653.30 | 53.54 | HIGH |
| OK | 2026-06-30 | 26 | 23500.00 | 23475.32 | 15.04 | 0.0222 | 753.90 | 6.65 | HIGH |
| OK | 2026-07-07 | 33 | 23500.00 | 23488.39 | 14.99 | 0.0283 | 845.75 | 64.68 | HIGH |
| OK | 2026-07-28 | 54 | 23600.00 | 23581.89 | 14.58 | 0.0466 | 1055.88 | 13.16 | HIGH |
| OK | 2026-08-25 | 82 | 23700.00 | 23682.88 | 14.25 | 0.0711 | 1277.00 | 25.50 | HIGH |
| OK | 2026-09-29 | 117 | 24000.00 | 23861.04 | 13.86 | 0.1011 | 1502.60 | 0.00 | LOW |
| OK | 2026-12-29 | 208 | 24000.00 | 24336.30 | 13.69 | 0.1787 | 2009.45 | 65.13 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 299 | 0.00 | 0.00 | N/A | 0.8189 | 0.00 | 0.00 | N/A |