As of: 2026-06-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 7 | 24100.00 | 24101.05 | 10.56 | 0.0063 | 286.05 | 5.69 | HIGH |
| OK | 2026-07-07 | 14 | 24150.00 | 24134.49 | 11.09 | 0.0124 | 422.30 | 9.90 | HIGH |
| OK | 2026-07-14 | 21 | 24150.00 | 24162.59 | 11.46 | 0.0185 | 532.73 | 38.01 | HIGH |
| OK | 2026-07-21 | 28 | 24200.00 | 24189.66 | 11.64 | 0.0246 | 624.73 | 30.43 | HIGH |
| OK | 2026-07-28 | 35 | 24200.00 | 24211.60 | 11.92 | 0.0307 | 715.37 | 4.89 | HIGH |
| OK | 2026-08-25 | 63 | 24300.00 | 24320.24 | 11.99 | 0.0552 | 967.62 | 62.94 | HIGH |
| OK | 2026-09-29 | 98 | 24000.00 | 24473.48 | 12.29 | 0.0852 | 1289.92 | 0.00 | LOW |
| OK | 2026-12-29 | 189 | 25000.00 | 24902.99 | 11.76 | 0.1628 | 1686.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 280 | 0.00 | 0.00 | N/A | 0.7673 | 0.00 | 0.00 | N/A |