As of: 2026-04-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 6 | 22900.00 | 22917.02 | 24.95 | 0.0049 | 589.60 | 69.16 | HIGH |
| OK | 2026-04-13 | 12 | 22950.00 | 22942.92 | 25.93 | 0.0100 | 864.33 | 4.03 | HIGH |
| OK | 2026-04-21 | 20 | 23000.00 | 22977.09 | 24.93 | 0.0167 | 1072.80 | 54.80 | HIGH |
| OK | 2026-04-28 | 27 | 23000.00 | 23003.65 | 24.45 | 0.0227 | 1222.00 | 5.93 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 34 | 0.00 | 0.00 | N/A | 0.0934 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 55 | 23150.00 | 23140.15 | 22.31 | 0.0464 | 1600.00 | 46.13 | HIGH |
| OK | 2026-06-30 | 90 | 23250.00 | 23271.69 | 20.21 | 0.0758 | 1862.55 | 15.28 | HIGH |
| OK | 2026-09-29 | 181 | 24000.00 | 23703.20 | 16.88 | 0.1540 | 2273.30 | 0.00 | LOW |
| OK | 2026-12-29 | 272 | 24000.00 | 24115.29 | 16.03 | 0.2311 | 2655.00 | 104.36 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 363 | 0.00 | 0.00 | N/A | 0.9941 | 0.00 | 0.00 | N/A |