As of: 2026-06-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 8 | 24100.00 | 24123.64 | 11.04 | 0.0066 | 314.98 | 7.60 | HIGH |
| OK | 2026-07-07 | 15 | 24150.00 | 24153.59 | 11.37 | 0.0127 | 444.04 | 9.33 | HIGH |
| OK | 2026-07-14 | 22 | 24200.00 | 24183.42 | 11.55 | 0.0188 | 547.40 | 37.08 | HIGH |
| OK | 2026-07-21 | 29 | 24200.00 | 24208.89 | 11.86 | 0.0250 | 645.40 | 47.58 | HIGH |
| OK | 2026-07-28 | 36 | 24250.00 | 24230.15 | 11.92 | 0.0311 | 724.00 | 6.19 | HIGH |
| OK | 2026-08-25 | 64 | 24350.00 | 24339.89 | 12.01 | 0.0555 | 976.88 | 32.49 | HIGH |
| OK | 2026-09-29 | 99 | 24000.00 | 24493.76 | 12.34 | 0.0855 | 1304.80 | 0.00 | LOW |
| OK | 2026-12-29 | 190 | 25000.00 | 24930.45 | 11.81 | 0.1631 | 1696.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 281 | 0.00 | 0.00 | N/A | 0.7694 | 0.00 | 0.00 | N/A |