As of: 2026-06-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 6 | 24000.00 | 24003.12 | 12.99 | 0.0058 | 325.41 | 62.01 | HIGH |
| OK | 2026-06-30 | 13 | 24000.00 | 24023.82 | 12.38 | 0.0114 | 452.27 | 2.85 | HIGH |
| OK | 2026-07-07 | 20 | 24050.00 | 24052.67 | 12.47 | 0.0175 | 563.62 | 12.58 | HIGH |
| OK | 2026-07-14 | 27 | 24100.00 | 24079.91 | 12.51 | 0.0236 | 657.12 | 25.32 | HIGH |
| OK | 2026-07-28 | 41 | 24150.00 | 24128.49 | 12.57 | 0.0358 | 813.90 | 5.85 | HIGH |
| OK | 2026-08-25 | 69 | 24250.00 | 24226.91 | 12.68 | 0.0603 | 1067.53 | 46.19 | HIGH |
| OK | 2026-09-29 | 104 | 24000.00 | 24380.99 | 13.02 | 0.0903 | 1377.05 | 0.00 | LOW |
| OK | 2026-12-29 | 195 | 25000.00 | 24815.09 | 12.23 | 0.1679 | 1782.12 | 59.98 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 286 | 0.00 | 0.00 | N/A | 0.7837 | 0.00 | 0.00 | N/A |