As of: 2026-06-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 6 | 24100.00 | 24079.58 | 12.06 | 0.0051 | 297.78 | 9.48 | HIGH |
| OK | 2026-06-30 | 13 | 24100.00 | 24096.28 | 11.75 | 0.0107 | 426.44 | 2.49 | HIGH |
| OK | 2026-07-07 | 20 | 24100.00 | 24122.22 | 11.99 | 0.0168 | 540.30 | 8.49 | HIGH |
| OK | 2026-07-14 | 27 | 24150.00 | 24150.83 | 12.16 | 0.0229 | 637.05 | 12.95 | HIGH |
| OK | 2026-07-28 | 41 | 24200.00 | 24195.02 | 12.27 | 0.0352 | 793.70 | 5.96 | HIGH |
| OK | 2026-08-25 | 69 | 24300.00 | 24296.41 | 12.40 | 0.0596 | 1045.00 | 33.90 | HIGH |
| OK | 2026-09-29 | 104 | 24000.00 | 24447.63 | 12.95 | 0.0896 | 1382.90 | 0.00 | LOW |
| OK | 2026-12-29 | 195 | 25000.00 | 24886.33 | 12.16 | 0.1672 | 1769.50 | 57.78 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 286 | 0.00 | 0.00 | N/A | 0.7830 | 0.00 | 0.00 | N/A |