As of: 2026-06-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 7 | 23300.00 | 23321.81 | 14.07 | 0.0061 | 362.75 | 49.00 | HIGH |
| OK | 2026-06-23 | 14 | 23350.00 | 23327.55 | 14.56 | 0.0122 | 531.20 | 50.76 | HIGH |
| OK | 2026-06-30 | 21 | 23350.00 | 23339.08 | 14.71 | 0.0178 | 657.25 | 4.58 | HIGH |
| OK | 2026-07-07 | 28 | 23350.00 | 23368.31 | 14.73 | 0.0239 | 760.50 | 85.03 | HIGH |
| OK | 2026-07-28 | 49 | 23450.00 | 23440.57 | 14.51 | 0.0423 | 994.30 | 14.89 | HIGH |
| OK | 2026-08-25 | 77 | 23550.00 | 23544.43 | 14.17 | 0.0667 | 1222.20 | 34.61 | HIGH |
| OK | 2026-09-29 | 112 | 24000.00 | 23715.35 | 13.47 | 0.0967 | 1437.20 | 0.00 | LOW |
| OK | 2026-12-29 | 203 | 24000.00 | 24156.68 | 13.16 | 0.1743 | 1888.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 294 | 0.00 | 0.00 | N/A | 0.8049 | 0.00 | 0.00 | N/A |