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 | 23175.54 | 16.94 | 0.0071 | 464.41 | 29.83 | HIGH |
| OK | 2026-06-23 | 15 | 23200.00 | 23181.38 | 16.75 | 0.0132 | 628.25 | 31.55 | HIGH |
| OK | 2026-06-30 | 22 | 23200.00 | 23189.34 | 16.40 | 0.0188 | 745.05 | 5.19 | HIGH |
| OK | 2026-07-07 | 29 | 23200.00 | 23217.85 | 16.15 | 0.0250 | 842.92 | 165.40 | HIGH |
| OK | 2026-07-28 | 50 | 23300.00 | 23295.93 | 15.66 | 0.0433 | 1076.65 | 18.64 | HIGH |
| OK | 2026-08-25 | 78 | 23400.00 | 23401.96 | 15.10 | 0.0677 | 1303.00 | 40.98 | HIGH |
| OK | 2026-09-29 | 113 | 24000.00 | 23575.33 | 14.10 | 0.0977 | 1526.65 | 0.00 | LOW |
| OK | 2026-12-29 | 204 | 24000.00 | 24010.79 | 13.90 | 0.1754 | 1989.15 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 295 | 0.00 | 0.00 | N/A | 0.8077 | 0.00 | 0.00 | N/A |