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 | 24114.30 | 10.68 | 0.0044 | 243.02 | 17.21 | HIGH |
| OK | 2026-06-30 | 12 | 24150.00 | 24134.24 | 10.93 | 0.0100 | 383.35 | 2.73 | HIGH |
| OK | 2026-07-07 | 19 | 24150.00 | 24162.89 | 11.42 | 0.0161 | 503.27 | 14.26 | HIGH |
| OK | 2026-07-14 | 26 | 24200.00 | 24192.04 | 11.71 | 0.0222 | 604.62 | 14.33 | HIGH |
| OK | 2026-07-21 | 33 | 24200.00 | 24215.98 | 11.95 | 0.0283 | 695.20 | 11.30 | HIGH |
| OK | 2026-07-28 | 40 | 24250.00 | 24240.71 | 12.09 | 0.0344 | 775.17 | 5.68 | HIGH |
| OK | 2026-08-25 | 68 | 24350.00 | 24346.58 | 12.24 | 0.0588 | 1026.58 | 43.70 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 103 | 0.00 | 0.00 | N/A | 0.2823 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 194 | 25000.00 | 24939.15 | 11.95 | 0.1665 | 1735.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 285 | 0.00 | 0.00 | N/A | 0.7806 | 0.00 | 0.00 | N/A |