As of: 2026-06-12
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-16 | 4 | 23400.00 | 23420.75 | 13.77 | 0.0038 | 277.95 | 24.34 | HIGH |
| OK | 2026-06-23 | 11 | 23400.00 | 23424.29 | 13.78 | 0.0099 | 452.14 | 3.63 | HIGH |
| OK | 2026-06-30 | 18 | 23450.00 | 23441.08 | 13.74 | 0.0155 | 574.55 | 6.44 | HIGH |
| OK | 2026-07-07 | 25 | 23450.00 | 23466.60 | 13.68 | 0.0216 | 673.48 | 38.31 | HIGH |
| OK | 2026-07-14 | 32 | 23500.00 | 23481.43 | 13.90 | 0.0277 | 774.02 | 103.71 | HIGH |
| OK | 2026-07-28 | 46 | 23550.00 | 23536.25 | 13.94 | 0.0399 | 931.70 | 10.83 | HIGH |
| OK | 2026-08-25 | 74 | 23650.00 | 23637.64 | 13.83 | 0.0643 | 1175.97 | 40.55 | HIGH |
| OK | 2026-09-29 | 109 | 24000.00 | 23800.87 | 13.38 | 0.0944 | 1404.20 | 0.00 | LOW |
| OK | 2026-12-29 | 200 | 24000.00 | 24225.80 | 13.19 | 0.1720 | 1887.30 | 73.50 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 291 | 0.00 | 0.00 | N/A | 0.7974 | 0.00 | 0.00 | N/A |