As of: 2026-06-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 8 | 23300.00 | 23306.36 | 17.38 | 0.0074 | 481.24 | 31.01 | HIGH |
| OK | 2026-06-23 | 15 | 23300.00 | 23310.40 | 16.98 | 0.0135 | 642.25 | 49.86 | HIGH |
| OK | 2026-06-30 | 22 | 23350.00 | 23329.88 | 16.49 | 0.0191 | 755.50 | 5.56 | HIGH |
| OK | 2026-07-07 | 29 | 23350.00 | 23353.06 | 16.22 | 0.0252 | 852.75 | 174.08 | HIGH |
| OK | 2026-07-28 | 50 | 23450.00 | 23427.33 | 15.51 | 0.0435 | 1074.65 | 10.50 | HIGH |
| OK | 2026-08-25 | 78 | 23550.00 | 23530.41 | 14.98 | 0.0680 | 1300.53 | 38.57 | HIGH |
| OK | 2026-09-29 | 113 | 24000.00 | 23702.62 | 14.31 | 0.0980 | 1533.35 | 0.00 | LOW |
| OK | 2026-12-29 | 204 | 24000.00 | 24170.75 | 13.86 | 0.1756 | 1995.10 | 63.37 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 295 | 0.00 | 0.00 | N/A | 0.8080 | 0.00 | 0.00 | N/A |