As of: 2026-06-11
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 5 | 23200.00 | 23183.08 | 13.84 | 0.0041 | 300.08 | 32.14 | HIGH |
| OK | 2026-06-23 | 12 | 23200.00 | 23189.63 | 14.57 | 0.0102 | 488.90 | 4.34 | HIGH |
| OK | 2026-06-30 | 19 | 23200.00 | 23213.16 | 14.80 | 0.0158 | 625.40 | 9.69 | HIGH |
| OK | 2026-07-07 | 26 | 23250.00 | 23235.49 | 14.66 | 0.0219 | 725.58 | 4.78 | HIGH |
| OK | 2026-07-14 | 33 | 23250.00 | 23256.51 | 13.12 | 0.0280 | 731.70 | 108.78 | HIGH |
| OK | 2026-07-28 | 47 | 23300.00 | 23304.73 | 14.74 | 0.0403 | 982.90 | 7.82 | HIGH |
| OK | 2026-08-25 | 75 | 23400.00 | 23408.06 | 14.56 | 0.0647 | 1231.65 | 28.93 | HIGH |
| OK | 2026-09-29 | 110 | 24000.00 | 23574.75 | 13.71 | 0.0947 | 1467.97 | 0.00 | LOW |
| OK | 2026-12-29 | 201 | 24000.00 | 24000.47 | 13.44 | 0.1723 | 1908.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 292 | 0.00 | 0.00 | N/A | 0.7995 | 0.00 | 0.00 | N/A |