As of: 2026-06-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 7 | 24000.00 | 23981.97 | 12.23 | 0.0061 | 324.69 | 9.05 | HIGH |
| OK | 2026-06-30 | 14 | 24000.00 | 23996.82 | 12.04 | 0.0117 | 451.60 | 3.85 | HIGH |
| OK | 2026-07-07 | 21 | 24050.00 | 24025.15 | 12.16 | 0.0178 | 559.65 | 20.10 | HIGH |
| OK | 2026-07-14 | 28 | 24050.00 | 24050.73 | 12.38 | 0.0239 | 657.90 | 16.69 | HIGH |
| OK | 2026-07-28 | 42 | 24100.00 | 24099.04 | 12.56 | 0.0362 | 819.30 | 5.94 | HIGH |
| OK | 2026-08-25 | 70 | 24200.00 | 24201.69 | 12.64 | 0.0606 | 1068.53 | 38.30 | HIGH |
| OK | 2026-09-29 | 105 | 24000.00 | 24352.96 | 12.91 | 0.0906 | 1365.05 | 0.00 | LOW |
| OK | 2026-12-29 | 196 | 25000.00 | 24789.91 | 12.17 | 0.1682 | 1777.66 | 59.61 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 287 | 0.00 | 0.00 | N/A | 0.7858 | 0.00 | 0.00 | N/A |