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 | 24020.92 | 12.91 | 0.0054 | 320.05 | 19.13 | HIGH |
| OK | 2026-06-30 | 13 | 24050.00 | 24041.61 | 12.25 | 0.0110 | 445.16 | 2.75 | HIGH |
| OK | 2026-07-07 | 20 | 24050.00 | 24070.89 | 12.36 | 0.0171 | 556.80 | 8.52 | HIGH |
| OK | 2026-07-14 | 27 | 24100.00 | 24100.29 | 12.44 | 0.0232 | 651.50 | 13.56 | HIGH |
| OK | 2026-07-28 | 41 | 24150.00 | 24144.85 | 12.49 | 0.0354 | 807.35 | 5.62 | HIGH |
| OK | 2026-08-25 | 69 | 24250.00 | 24249.49 | 12.60 | 0.0599 | 1060.40 | 39.15 | HIGH |
| OK | 2026-09-29 | 104 | 24000.00 | 24408.90 | 12.91 | 0.0899 | 1370.70 | 0.00 | LOW |
| OK | 2026-12-29 | 195 | 25000.00 | 24842.26 | 12.22 | 0.1675 | 1779.15 | 56.99 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 286 | 0.00 | 0.00 | N/A | 0.7833 | 0.00 | 0.00 | N/A |