As of: 2026-06-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 8 | 23200.00 | 23211.44 | 17.68 | 0.0078 | 492.04 | 28.82 | HIGH |
| OK | 2026-06-23 | 15 | 23200.00 | 23216.48 | 17.26 | 0.0139 | 653.25 | 54.06 | HIGH |
| OK | 2026-06-30 | 22 | 23250.00 | 23225.54 | 16.68 | 0.0195 | 763.60 | 5.32 | HIGH |
| OK | 2026-07-07 | 29 | 23250.00 | 23251.73 | 16.29 | 0.0256 | 855.05 | 115.59 | HIGH |
| OK | 2026-07-28 | 50 | 23350.00 | 23331.17 | 15.70 | 0.0439 | 1084.58 | 20.60 | HIGH |
| OK | 2026-08-25 | 78 | 23450.00 | 23431.36 | 15.08 | 0.0684 | 1305.65 | 44.61 | HIGH |
| OK | 2026-09-29 | 113 | 24000.00 | 23615.90 | 14.48 | 0.0984 | 1562.00 | 0.00 | LOW |
| OK | 2026-12-29 | 204 | 24000.00 | 24095.93 | 14.04 | 0.1760 | 2015.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 295 | 0.00 | 0.00 | N/A | 0.8084 | 0.00 | 0.00 | N/A |