As of: 2026-06-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 7 | 23200.00 | 23217.54 | 15.05 | 0.0064 | 388.95 | 18.73 | HIGH |
| OK | 2026-06-23 | 14 | 23200.00 | 23220.89 | 15.28 | 0.0125 | 556.45 | 30.09 | HIGH |
| OK | 2026-06-30 | 21 | 23250.00 | 23229.90 | 15.25 | 0.0181 | 679.95 | 5.43 | HIGH |
| OK | 2026-07-07 | 28 | 23250.00 | 23260.24 | 15.20 | 0.0242 | 782.45 | 75.76 | HIGH |
| OK | 2026-07-28 | 49 | 23350.00 | 23332.70 | 14.94 | 0.0425 | 1020.30 | 10.01 | HIGH |
| OK | 2026-08-25 | 77 | 23450.00 | 23441.04 | 14.59 | 0.0670 | 1253.47 | 50.58 | HIGH |
| OK | 2026-09-29 | 112 | 24000.00 | 23610.32 | 13.72 | 0.0970 | 1476.25 | 0.00 | LOW |
| OK | 2026-12-29 | 203 | 24000.00 | 24045.20 | 13.47 | 0.1746 | 1925.35 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 294 | 0.00 | 0.00 | N/A | 0.8052 | 0.00 | 0.00 | N/A |