As of: 2026-06-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 7 | 23950.00 | 23944.77 | 13.18 | 0.0068 | 354.71 | 11.87 | HIGH |
| OK | 2026-06-30 | 14 | 23950.00 | 23971.37 | 12.61 | 0.0124 | 476.35 | 7.63 | HIGH |
| OK | 2026-07-07 | 21 | 24000.00 | 23996.02 | 12.54 | 0.0185 | 579.25 | 21.85 | HIGH |
| OK | 2026-07-14 | 28 | 24000.00 | 24017.15 | 12.77 | 0.0246 | 680.27 | 22.35 | HIGH |
| OK | 2026-07-28 | 42 | 24050.00 | 24068.16 | 12.84 | 0.0368 | 838.20 | 6.99 | HIGH |
| OK | 2026-08-25 | 70 | 24150.00 | 24166.27 | 12.75 | 0.0613 | 1077.82 | 58.87 | HIGH |
| OK | 2026-09-29 | 105 | 24000.00 | 24323.64 | 13.18 | 0.0913 | 1388.00 | 0.00 | LOW |
| OK | 2026-12-29 | 196 | 25000.00 | 24762.22 | 12.27 | 0.1689 | 1795.00 | 59.00 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 287 | 0.00 | 0.00 | N/A | 0.7864 | 0.00 | 0.00 | N/A |