As of: 2026-06-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 5 | 24100.00 | 24079.96 | 11.46 | 0.0048 | 264.51 | 25.45 | HIGH |
| OK | 2026-06-30 | 12 | 24100.00 | 24102.58 | 11.60 | 0.0104 | 408.37 | 2.60 | HIGH |
| OK | 2026-07-07 | 19 | 24150.00 | 24133.85 | 11.79 | 0.0165 | 521.33 | 13.33 | HIGH |
| OK | 2026-07-14 | 26 | 24150.00 | 24161.96 | 12.06 | 0.0226 | 623.40 | 39.37 | HIGH |
| OK | 2026-07-21 | 33 | 24200.00 | 24184.56 | 12.10 | 0.0287 | 704.88 | 4.00 | HIGH |
| OK | 2026-07-28 | 40 | 24200.00 | 24208.95 | 12.25 | 0.0348 | 785.15 | 5.74 | HIGH |
| OK | 2026-08-25 | 68 | 24300.00 | 24305.89 | 12.35 | 0.0592 | 1035.20 | 51.25 | HIGH |
| OK | 2026-09-29 | 103 | 24000.00 | 24458.18 | 12.80 | 0.0893 | 1365.75 | 0.00 | LOW |
| OK | 2026-12-29 | 194 | 25000.00 | 24901.29 | 12.08 | 0.1669 | 1755.10 | 57.45 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 285 | 0.00 | 0.00 | N/A | 0.7810 | 0.00 | 0.00 | N/A |