As of: 2026-06-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 8 | 23950.00 | 23929.35 | 13.85 | 0.0078 | 397.80 | 26.31 | HIGH |
| OK | 2026-06-30 | 15 | 23950.00 | 23950.83 | 13.02 | 0.0134 | 508.40 | 7.46 | HIGH |
| OK | 2026-07-07 | 22 | 24000.00 | 23975.10 | 12.91 | 0.0195 | 610.20 | 50.78 | HIGH |
| OK | 2026-07-14 | 29 | 24000.00 | 23992.11 | 12.85 | 0.0256 | 696.30 | 112.80 | HIGH |
| OK | 2026-07-28 | 43 | 24050.00 | 24048.78 | 12.95 | 0.0378 | 855.20 | 14.18 | HIGH |
| OK | 2026-08-25 | 71 | 24150.00 | 24150.37 | 13.08 | 0.0623 | 1113.33 | 39.52 | HIGH |
| OK | 2026-09-29 | 106 | 24000.00 | 24313.42 | 13.39 | 0.0923 | 1414.00 | 0.00 | LOW |
| OK | 2026-12-29 | 197 | 25000.00 | 24754.90 | 12.53 | 0.1699 | 1837.98 | 53.49 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 288 | 0.00 | 0.00 | N/A | 0.7892 | 0.00 | 0.00 | N/A |