As of: 2026-06-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 8 | 24150.00 | 24143.37 | 11.72 | 0.0073 | 339.42 | 3.30 | HIGH |
| OK | 2026-07-07 | 15 | 24150.00 | 24166.38 | 11.94 | 0.0134 | 470.40 | 7.51 | HIGH |
| OK | 2026-07-14 | 22 | 24200.00 | 24198.80 | 12.04 | 0.0195 | 573.95 | 54.92 | HIGH |
| OK | 2026-07-21 | 29 | 24250.00 | 24225.87 | 12.09 | 0.0256 | 662.05 | 66.54 | HIGH |
| OK | 2026-07-28 | 36 | 24250.00 | 24242.82 | 12.20 | 0.0317 | 743.40 | 6.17 | HIGH |
| OK | 2026-08-25 | 64 | 24350.00 | 24349.21 | 12.30 | 0.0562 | 1002.00 | 34.58 | HIGH |
| OK | 2026-09-29 | 99 | 24000.00 | 24497.93 | 12.52 | 0.0862 | 1324.80 | 0.00 | LOW |
| OK | 2026-12-29 | 190 | 25000.00 | 24932.64 | 11.92 | 0.1638 | 1714.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 281 | 0.00 | 0.00 | N/A | 0.7700 | 0.00 | 0.00 | N/A |