As of: 2026-06-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 7 | 23950.00 | 23960.32 | 12.31 | 0.0059 | 328.36 | 7.00 | HIGH |
| OK | 2026-07-07 | 14 | 24000.00 | 23994.97 | 12.58 | 0.0120 | 473.40 | 9.00 | HIGH |
| OK | 2026-07-14 | 21 | 24050.00 | 24027.29 | 12.65 | 0.0181 | 583.30 | 31.44 | HIGH |
| OK | 2026-07-21 | 28 | 24050.00 | 24048.83 | 12.79 | 0.0242 | 680.90 | 63.20 | HIGH |
| OK | 2026-07-28 | 35 | 24050.00 | 24067.24 | 12.84 | 0.0303 | 764.25 | 5.65 | HIGH |
| OK | 2026-08-25 | 63 | 24200.00 | 24180.56 | 12.73 | 0.0548 | 1021.03 | 43.44 | HIGH |
| OK | 2026-09-29 | 98 | 24000.00 | 24337.77 | 12.80 | 0.0848 | 1306.85 | 0.00 | LOW |
| OK | 2026-12-29 | 189 | 25000.00 | 24786.09 | 12.01 | 0.1624 | 1723.95 | 52.94 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 280 | 0.00 | 0.00 | N/A | 0.7669 | 0.00 | 0.00 | N/A |