As of: 2026-03-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-24 | 6 | 23800.00 | 23777.00 | 18.33 | 0.0051 | 450.11 | 15.65 | HIGH |
| OK | 2026-03-30 | 12 | 23800.00 | 23798.39 | 18.24 | 0.0096 | 630.35 | 3.40 | HIGH |
| OK | 2026-04-07 | 20 | 23850.00 | 23829.99 | 17.60 | 0.0154 | 785.40 | 21.63 | HIGH |
| OK | 2026-04-13 | 26 | 23850.00 | 23863.19 | 17.99 | 0.0203 | 915.55 | 29.82 | HIGH |
| OK | 2026-04-21 | 34 | 23900.00 | 23902.44 | 8.68 | 0.0267 | 505.75 | 0.00 | LOW |
| OK | 2026-04-28 | 41 | 23950.00 | 23942.08 | 17.86 | 0.0325 | 1144.47 | 13.91 | HIGH |
| OK | 2026-05-26 | 69 | 24100.00 | 24083.45 | 16.46 | 0.0553 | 1375.88 | 64.39 | HIGH |
| OK | 2026-06-30 | 104 | 24000.00 | 24202.73 | 15.90 | 0.0835 | 1639.55 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 195 | 0.00 | 0.00 | N/A | 0.5342 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 286 | 25000.00 | 25018.49 | 13.61 | 0.2325 | 2402.50 | 78.53 | MEDIUM |