As of: 2026-06-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 6 | 24000.00 | 24020.69 | 11.98 | 0.0049 | 297.18 | 9.14 | HIGH |
| OK | 2026-07-07 | 13 | 24050.00 | 24041.53 | 12.37 | 0.0110 | 449.75 | 3.21 | HIGH |
| OK | 2026-07-14 | 20 | 24050.00 | 24068.15 | 12.62 | 0.0171 | 568.45 | 12.85 | HIGH |
| OK | 2026-07-21 | 27 | 24100.00 | 24087.93 | 12.65 | 0.0232 | 662.35 | 62.05 | HIGH |
| OK | 2026-07-28 | 34 | 24100.00 | 24115.53 | 12.79 | 0.0293 | 751.85 | 5.75 | HIGH |
| OK | 2026-08-25 | 62 | 24250.00 | 24226.78 | 12.54 | 0.0537 | 1000.03 | 22.18 | HIGH |
| OK | 2026-09-29 | 97 | 24000.00 | 24380.90 | 12.81 | 0.0838 | 1311.00 | 0.00 | LOW |
| OK | 2026-12-29 | 188 | 25000.00 | 24813.76 | 11.88 | 0.1614 | 1700.15 | 59.86 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 279 | 0.00 | 0.00 | N/A | 0.7641 | 0.00 | 0.00 | N/A |