As of: 2026-06-19
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-23 | 4 | 24050.00 | 24049.26 | 9.85 | 0.0031 | 198.04 | 20.54 | HIGH |
| OK | 2026-06-30 | 11 | 24100.00 | 24078.03 | 10.85 | 0.0087 | 362.50 | 2.83 | HIGH |
| OK | 2026-07-07 | 18 | 24100.00 | 24106.69 | 11.47 | 0.0148 | 489.85 | 6.79 | HIGH |
| OK | 2026-07-14 | 25 | 24150.00 | 24135.81 | 11.83 | 0.0209 | 596.40 | 44.53 | HIGH |
| OK | 2026-07-21 | 32 | 24150.00 | 24161.63 | 12.05 | 0.0270 | 687.67 | 118.43 | HIGH |
| OK | 2026-07-28 | 39 | 24200.00 | 24179.54 | 12.11 | 0.0331 | 764.05 | 5.60 | HIGH |
| OK | 2026-08-25 | 67 | 24300.00 | 24288.68 | 12.26 | 0.0576 | 1018.00 | 68.60 | HIGH |
| OK | 2026-09-29 | 102 | 24000.00 | 24442.82 | 12.51 | 0.0876 | 1326.25 | 0.00 | LOW |
| OK | 2026-12-29 | 193 | 25000.00 | 24881.06 | 11.91 | 0.1652 | 1725.43 | 56.45 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 284 | 0.00 | 0.00 | N/A | 0.7776 | 0.00 | 0.00 | N/A |