As of: 2026-06-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 8 | 23900.00 | 23910.72 | 13.97 | 0.0071 | 394.65 | 10.33 | HIGH |
| OK | 2026-06-30 | 15 | 23950.00 | 23937.44 | 13.16 | 0.0127 | 509.70 | 3.85 | HIGH |
| OK | 2026-07-07 | 22 | 23950.00 | 23962.57 | 13.03 | 0.0188 | 611.50 | 36.97 | HIGH |
| OK | 2026-07-14 | 29 | 24000.00 | 23984.09 | 13.07 | 0.0250 | 705.38 | 68.60 | HIGH |
| OK | 2026-07-28 | 43 | 24050.00 | 24033.52 | 13.17 | 0.0372 | 866.67 | 7.19 | HIGH |
| OK | 2026-08-25 | 71 | 24150.00 | 24135.29 | 13.15 | 0.0616 | 1117.20 | 31.96 | HIGH |
| OK | 2026-09-29 | 106 | 24000.00 | 24292.81 | 13.33 | 0.0916 | 1402.45 | 0.00 | LOW |
| OK | 2026-12-29 | 197 | 25000.00 | 24738.20 | 12.36 | 0.1692 | 1812.80 | 58.62 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 288 | 0.00 | 0.00 | N/A | 0.7885 | 0.00 | 0.00 | N/A |