As of: 2026-03-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 8 | 22550.00 | 22529.62 | 29.94 | 0.0061 | 802.25 | 70.15 | HIGH |
| OK | 2026-04-13 | 14 | 22550.00 | 22546.26 | 31.56 | 0.0110 | 1115.65 | 57.69 | HIGH |
| OK | 2026-04-21 | 22 | 22600.00 | 22578.70 | 27.23 | 0.0174 | 1207.30 | 61.70 | HIGH |
| OK | 2026-04-28 | 29 | 22600.00 | 22605.34 | 29.25 | 0.0232 | 1488.60 | 7.49 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 36 | 0.00 | 0.00 | N/A | 0.0988 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 57 | 22750.00 | 22752.72 | 25.44 | 0.0460 | 1825.28 | 77.70 | HIGH |
| OK | 2026-06-30 | 92 | 23000.00 | 22890.81 | 22.30 | 0.0742 | 2051.25 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 183 | 0.00 | 0.00 | N/A | 0.5013 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 274 | 24000.00 | 23712.20 | 17.12 | 0.2232 | 2829.18 | 123.92 | MEDIUM |