As of: 2026-03-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 8 | 22400.00 | 22396.80 | 29.51 | 0.0059 | 780.80 | 68.13 | HIGH |
| OK | 2026-04-13 | 14 | 22400.00 | 22404.01 | 31.23 | 0.0107 | 1092.85 | 55.33 | HIGH |
| OK | 2026-04-21 | 22 | 22450.00 | 22440.97 | 20.93 | 0.0171 | 919.80 | 60.16 | MEDIUM |
| OK | 2026-04-28 | 29 | 22450.00 | 22459.59 | 20.68 | 0.0229 | 1044.18 | 6.09 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 36 | 0.00 | 0.00 | N/A | 0.0986 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 57 | 22600.00 | 22613.17 | 18.79 | 0.0457 | 1338.47 | 47.02 | HIGH |
| OK | 2026-06-30 | 92 | 22500.00 | 22733.30 | 23.08 | 0.0739 | 2097.25 | 0.00 | LOW |
| REJECTED: missing_quotes | 2026-09-29 | 183 | 0.00 | 0.00 | N/A | 0.5010 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 274 | 24000.00 | 23589.89 | 17.41 | 0.2230 | 2879.22 | 118.99 | MEDIUM |