As of: 2026-06-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 4 | 23500.00 | 23497.94 | 15.73 | 0.0038 | 318.17 | 41.89 | HIGH |
| OK | 2026-06-16 | 11 | 23500.00 | 23520.69 | 15.31 | 0.0099 | 504.35 | 4.58 | HIGH |
| OK | 2026-06-23 | 18 | 23500.00 | 23522.08 | 15.28 | 0.0160 | 641.05 | 61.94 | HIGH |
| OK | 2026-06-30 | 25 | 23550.00 | 23530.71 | 14.91 | 0.0216 | 736.50 | 7.94 | HIGH |
| OK | 2026-07-07 | 32 | 23550.00 | 23560.77 | 15.85 | 0.0277 | 885.05 | 70.82 | HIGH |
| OK | 2026-07-28 | 53 | 23650.00 | 23633.41 | 14.44 | 0.0460 | 1039.75 | 28.12 | HIGH |
| OK | 2026-08-25 | 81 | 23750.00 | 23735.60 | 14.10 | 0.0705 | 1260.03 | 41.77 | HIGH |
| OK | 2026-09-29 | 116 | 24000.00 | 23914.26 | 13.77 | 0.1005 | 1486.65 | 0.00 | LOW |
| OK | 2026-12-29 | 207 | 24000.00 | 24384.99 | 13.67 | 0.1781 | 2010.00 | 68.97 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 298 | 0.00 | 0.00 | N/A | 0.8166 | 0.00 | 0.00 | N/A |