As of: 2026-03-18
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-03-24 | 6 | 23750.00 | 23760.04 | 17.66 | 0.0049 | 429.28 | 20.36 | HIGH |
| OK | 2026-03-30 | 12 | 23800.00 | 23783.31 | 17.44 | 0.0093 | 600.25 | 3.45 | HIGH |
| OK | 2026-04-07 | 20 | 23800.00 | 23818.37 | 17.28 | 0.0152 | 768.25 | 9.92 | HIGH |
| OK | 2026-04-13 | 26 | 23850.00 | 23851.08 | 17.59 | 0.0200 | 893.30 | 48.70 | HIGH |
| SPARSE | 2026-04-21 | 34 | 23900.00 | 23889.18 | 17.23 | 0.0264 | 1002.00 | 5.61 | MEDIUM |
| OK | 2026-04-28 | 41 | 23900.00 | 23923.51 | 17.72 | 0.0322 | 1133.05 | 19.82 | HIGH |
| OK | 2026-05-26 | 69 | 24050.00 | 24072.80 | 16.33 | 0.0550 | 1362.20 | 47.46 | HIGH |
| OK | 2026-06-30 | 104 | 24000.00 | 24176.89 | 15.67 | 0.0832 | 1613.00 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 195 | 0.00 | 0.00 | N/A | 0.5339 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 286 | 25000.00 | 25004.28 | 13.47 | 0.2323 | 2375.85 | 81.15 | MEDIUM |