As of: 2026-06-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 4 | 23950.00 | 23965.20 | 12.42 | 0.0038 | 256.37 | 17.12 | HIGH |
| OK | 2026-06-30 | 11 | 24000.00 | 23988.43 | 12.18 | 0.0094 | 409.30 | 3.16 | HIGH |
| OK | 2026-07-07 | 18 | 24050.00 | 24025.14 | 12.34 | 0.0155 | 529.45 | 7.96 | HIGH |
| OK | 2026-07-14 | 25 | 24050.00 | 24052.53 | 12.47 | 0.0216 | 629.00 | 19.72 | HIGH |
| OK | 2026-07-21 | 32 | 24100.00 | 24075.44 | 12.56 | 0.0277 | 717.25 | 108.30 | HIGH |
| OK | 2026-07-28 | 39 | 24100.00 | 24103.48 | 12.73 | 0.0338 | 802.25 | 6.23 | HIGH |
| OK | 2026-08-25 | 67 | 24200.00 | 24209.22 | 12.68 | 0.0582 | 1050.88 | 75.71 | HIGH |
| OK | 2026-09-29 | 102 | 24000.00 | 24367.89 | 12.59 | 0.0883 | 1318.84 | 0.00 | LOW |
| OK | 2026-12-29 | 193 | 25000.00 | 24821.67 | 12.01 | 0.1659 | 1741.55 | 55.46 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 284 | 0.00 | 0.00 | N/A | 0.7782 | 0.00 | 0.00 | N/A |