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 | 23952.73 | 11.82 | 0.0034 | 239.55 | 24.47 | HIGH |
| OK | 2026-06-30 | 11 | 23950.00 | 23974.59 | 12.17 | 0.0090 | 406.26 | 2.42 | HIGH |
| OK | 2026-07-07 | 18 | 24000.00 | 24008.57 | 12.44 | 0.0151 | 530.50 | 8.57 | HIGH |
| OK | 2026-07-14 | 25 | 24050.00 | 24037.98 | 12.57 | 0.0212 | 632.17 | 16.24 | HIGH |
| OK | 2026-07-21 | 32 | 24050.00 | 24059.80 | 12.59 | 0.0273 | 716.20 | 92.66 | HIGH |
| OK | 2026-07-28 | 39 | 24100.00 | 24087.44 | 12.65 | 0.0334 | 795.50 | 5.75 | HIGH |
| OK | 2026-08-25 | 67 | 24200.00 | 24199.34 | 12.69 | 0.0578 | 1050.15 | 31.99 | HIGH |
| OK | 2026-09-29 | 102 | 24000.00 | 24350.67 | 12.79 | 0.0879 | 1333.90 | 0.00 | LOW |
| OK | 2026-12-29 | 193 | 25000.00 | 24804.06 | 12.06 | 0.1655 | 1749.45 | 55.41 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 284 | 0.00 | 0.00 | N/A | 0.7778 | 0.00 | 0.00 | N/A |