As of: 2026-06-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-09 | 4 | 23400.00 | 23405.53 | 15.11 | 0.0034 | 299.02 | 21.15 | HIGH |
| OK | 2026-06-16 | 11 | 23450.00 | 23435.54 | 15.24 | 0.0095 | 497.18 | 3.93 | HIGH |
| OK | 2026-06-23 | 18 | 23450.00 | 23439.02 | 15.29 | 0.0156 | 636.62 | 47.37 | HIGH |
| OK | 2026-06-30 | 25 | 23450.00 | 23443.32 | 15.05 | 0.0212 | 738.05 | 5.64 | HIGH |
| OK | 2026-07-07 | 32 | 23500.00 | 23477.46 | 14.79 | 0.0273 | 821.95 | 73.70 | HIGH |
| OK | 2026-07-28 | 53 | 23550.00 | 23550.18 | 14.43 | 0.0456 | 1033.85 | 15.84 | HIGH |
| OK | 2026-08-25 | 81 | 23650.00 | 23650.34 | 14.09 | 0.0701 | 1253.10 | 37.17 | HIGH |
| OK | 2026-09-29 | 116 | 24000.00 | 23825.64 | 13.81 | 0.1001 | 1491.50 | 0.00 | LOW |
| OK | 2026-12-29 | 207 | 24000.00 | 24305.90 | 13.70 | 0.1777 | 2002.00 | 68.00 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 298 | 0.00 | 0.00 | N/A | 0.8162 | 0.00 | 0.00 | N/A |