As of: 2026-06-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 5 | 24200.00 | 24181.24 | 10.14 | 0.0041 | 229.63 | 9.38 | HIGH |
| OK | 2026-06-30 | 12 | 24200.00 | 24198.37 | 10.66 | 0.0097 | 373.02 | 2.86 | HIGH |
| OK | 2026-07-07 | 19 | 24250.00 | 24226.47 | 11.15 | 0.0158 | 492.18 | 7.78 | HIGH |
| OK | 2026-07-14 | 26 | 24250.00 | 24253.17 | 11.49 | 0.0219 | 593.10 | 12.57 | HIGH |
| OK | 2026-07-21 | 33 | 24250.00 | 24274.94 | 11.70 | 0.0280 | 681.27 | 73.55 | HIGH |
| OK | 2026-07-28 | 40 | 24300.00 | 24304.54 | 11.87 | 0.0341 | 761.58 | 5.78 | HIGH |
| OK | 2026-08-25 | 68 | 24400.00 | 24408.80 | 12.03 | 0.0586 | 1010.55 | 42.37 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 103 | 0.00 | 0.00 | N/A | 0.2820 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 194 | 25000.00 | 24999.58 | 11.82 | 0.1662 | 1717.45 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 285 | 0.00 | 0.00 | N/A | 0.7803 | 0.00 | 0.00 | N/A |