As of: 2026-03-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 8 | 22600.00 | 22619.35 | 33.99 | 0.0065 | 921.45 | 134.00 | HIGH |
| OK | 2026-04-13 | 14 | 22650.00 | 22633.89 | 33.59 | 0.0114 | 1198.50 | 80.34 | HIGH |
| OK | 2026-04-21 | 22 | 22650.00 | 22668.18 | 29.67 | 0.0178 | 1323.72 | 83.29 | HIGH |
| OK | 2026-04-28 | 29 | 22700.00 | 22705.04 | 29.72 | 0.0236 | 1523.15 | 8.33 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 36 | 0.00 | 0.00 | N/A | 0.0992 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 57 | 22850.00 | 22838.19 | 22.72 | 0.0464 | 1638.92 | 99.58 | HIGH |
| OK | 2026-06-30 | 92 | 23000.00 | 22988.17 | 22.31 | 0.0746 | 2056.10 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 183 | 0.00 | 0.00 | N/A | 0.5017 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 274 | 24000.00 | 23797.48 | 17.07 | 0.2236 | 2823.35 | 108.28 | MEDIUM |