As of: 2026-06-11
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 5 | 23150.00 | 23130.12 | 14.93 | 0.0048 | 330.86 | 45.62 | HIGH |
| OK | 2026-06-23 | 12 | 23150.00 | 23136.51 | 15.12 | 0.0109 | 511.30 | 3.25 | HIGH |
| OK | 2026-06-30 | 19 | 23150.00 | 23151.51 | 15.14 | 0.0165 | 642.20 | 9.43 | HIGH |
| OK | 2026-07-07 | 26 | 23200.00 | 23181.81 | 15.09 | 0.0226 | 748.48 | 12.79 | HIGH |
| OK | 2026-07-14 | 33 | 23200.00 | 23205.40 | 14.89 | 0.0287 | 831.80 | 64.90 | HIGH |
| OK | 2026-07-28 | 47 | 23250.00 | 23253.55 | 14.93 | 0.0409 | 996.38 | 8.93 | HIGH |
| OK | 2026-08-25 | 75 | 23350.00 | 23353.82 | 14.60 | 0.0654 | 1234.93 | 51.37 | HIGH |
| OK | 2026-09-29 | 110 | 24000.00 | 23524.48 | 13.62 | 0.0954 | 1468.60 | 0.00 | LOW |
| OK | 2026-12-29 | 201 | 24000.00 | 23951.44 | 13.39 | 0.1730 | 1901.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 292 | 0.00 | 0.00 | N/A | 0.8001 | 0.00 | 0.00 | N/A |