As of: 2026-06-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 5 | 23500.00 | 23490.85 | 14.29 | 0.0041 | 313.80 | 26.32 | HIGH |
| OK | 2026-06-16 | 12 | 23500.00 | 23515.79 | 14.68 | 0.0102 | 499.42 | 2.96 | HIGH |
| OK | 2026-06-23 | 19 | 23500.00 | 23516.62 | 14.85 | 0.0163 | 635.35 | 61.01 | HIGH |
| OK | 2026-06-30 | 26 | 23500.00 | 23519.65 | 14.75 | 0.0219 | 738.50 | 7.24 | HIGH |
| OK | 2026-07-07 | 33 | 23500.00 | 23519.85 | 14.68 | 0.0280 | 828.02 | 110.70 | HIGH |
| OK | 2026-07-28 | 54 | 23650.00 | 23626.23 | 14.28 | 0.0464 | 1035.53 | 30.01 | HIGH |
| OK | 2026-08-25 | 82 | 23750.00 | 23725.90 | 13.99 | 0.0708 | 1255.57 | 36.83 | HIGH |
| OK | 2026-09-29 | 117 | 24000.00 | 23903.31 | 13.67 | 0.1008 | 1480.40 | 0.00 | LOW |
| OK | 2026-12-29 | 208 | 24000.00 | 24374.95 | 13.60 | 0.1784 | 2001.80 | 68.04 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 299 | 0.00 | 0.00 | N/A | 0.8186 | 0.00 | 0.00 | N/A |