As of: 2026-03-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-24 | 6 | 23700.00 | 23715.88 | 17.91 | 0.0055 | 443.40 | 19.84 | HIGH |
| OK | 2026-03-30 | 12 | 23750.00 | 23740.80 | 17.97 | 0.0100 | 623.42 | 4.51 | HIGH |
| OK | 2026-04-07 | 20 | 23750.00 | 23772.66 | 17.88 | 0.0158 | 798.40 | 27.26 | HIGH |
| OK | 2026-04-13 | 26 | 23800.00 | 23810.10 | 18.24 | 0.0207 | 928.80 | 48.55 | MEDIUM |
| REJECTED: iv_convergence | 2026-04-21 | 34 | 0.00 | 0.00 | N/A | 0.0938 | 0.00 | 0.00 | N/A |
| OK | 2026-04-28 | 41 | 23900.00 | 23886.42 | 17.84 | 0.0329 | 1142.70 | 9.05 | HIGH |
| OK | 2026-05-26 | 69 | 24050.00 | 24041.92 | 16.48 | 0.0557 | 1376.15 | 59.26 | HIGH |
| OK | 2026-06-30 | 104 | 24000.00 | 24147.01 | 15.81 | 0.0839 | 1625.85 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 195 | 0.00 | 0.00 | N/A | 0.5346 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 286 | 25000.00 | 24961.55 | 13.47 | 0.2329 | 2376.40 | 76.03 | MEDIUM |