As of: 2026-06-10
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 6 | 23350.00 | 23356.73 | 15.45 | 0.0058 | 376.52 | 37.17 | HIGH |
| OK | 2026-06-23 | 13 | 23350.00 | 23361.63 | 15.25 | 0.0119 | 541.20 | 4.52 | HIGH |
| OK | 2026-06-30 | 20 | 23350.00 | 23369.61 | 15.10 | 0.0175 | 662.80 | 8.01 | HIGH |
| OK | 2026-07-07 | 27 | 23400.00 | 23382.08 | 14.88 | 0.0236 | 758.52 | 79.55 | HIGH |
| OK | 2026-07-14 | 34 | 23400.00 | 23422.77 | 14.54 | 0.0297 | 831.97 | 0.00 | LOW |
| OK | 2026-07-28 | 48 | 23450.00 | 23470.57 | 14.69 | 0.0419 | 999.42 | 16.79 | HIGH |
| OK | 2026-08-25 | 76 | 23550.00 | 23572.32 | 14.27 | 0.0664 | 1225.27 | 26.01 | HIGH |
| OK | 2026-09-29 | 111 | 24000.00 | 23739.84 | 13.54 | 0.0964 | 1438.00 | 0.00 | LOW |
| OK | 2026-12-29 | 202 | 24000.00 | 24177.67 | 13.22 | 0.1740 | 1894.91 | 63.16 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 293 | 0.00 | 0.00 | N/A | 0.8029 | 0.00 | 0.00 | N/A |