As of: 2026-04-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 6 | 22750.00 | 22725.93 | 26.20 | 0.0046 | 609.85 | 43.47 | HIGH |
| OK | 2026-04-13 | 12 | 22750.00 | 22754.66 | 26.88 | 0.0097 | 884.70 | 22.70 | HIGH |
| OK | 2026-04-21 | 20 | 22800.00 | 22790.67 | 25.63 | 0.0164 | 1090.97 | 40.84 | HIGH |
| OK | 2026-04-28 | 27 | 22800.00 | 22814.64 | 25.29 | 0.0224 | 1251.10 | 6.17 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 34 | 0.00 | 0.00 | N/A | 0.0931 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 55 | 22950.00 | 22950.03 | 22.77 | 0.0462 | 1617.42 | 46.02 | HIGH |
| OK | 2026-06-30 | 90 | 23100.00 | 23090.68 | 20.31 | 0.0756 | 1857.00 | 14.40 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 181 | 0.00 | 0.00 | N/A | 0.4956 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 272 | 24000.00 | 23922.04 | 15.91 | 0.2308 | 2624.00 | 114.53 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 363 | 0.00 | 0.00 | N/A | 0.9939 | 0.00 | 0.00 | N/A |