As of: 2026-06-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 7 | 23250.00 | 23253.59 | 15.54 | 0.0068 | 406.12 | 50.55 | HIGH |
| OK | 2026-06-23 | 14 | 23250.00 | 23257.64 | 15.61 | 0.0129 | 572.05 | 51.21 | HIGH |
| OK | 2026-06-30 | 21 | 23250.00 | 23266.57 | 15.56 | 0.0185 | 696.70 | 4.63 | HIGH |
| OK | 2026-07-07 | 28 | 23300.00 | 23296.58 | 15.27 | 0.0246 | 789.12 | 120.86 | HIGH |
| OK | 2026-07-28 | 49 | 23350.00 | 23370.38 | 15.12 | 0.0429 | 1035.08 | 8.03 | HIGH |
| OK | 2026-08-25 | 77 | 23500.00 | 23479.36 | 14.59 | 0.0674 | 1257.20 | 54.84 | HIGH |
| OK | 2026-09-29 | 112 | 24000.00 | 23648.32 | 13.86 | 0.0974 | 1487.15 | 0.00 | LOW |
| OK | 2026-12-29 | 203 | 24000.00 | 24081.38 | 13.59 | 0.1750 | 1945.19 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 294 | 0.00 | 0.00 | N/A | 0.8056 | 0.00 | 0.00 | N/A |