As of: 2026-04-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 5 | 22250.00 | 22272.51 | 28.61 | 0.0043 | 609.50 | 111.51 | HIGH |
| OK | 2026-04-13 | 11 | 22300.00 | 22295.93 | 29.50 | 0.0094 | 920.90 | 13.89 | HIGH |
| OK | 2026-04-21 | 19 | 22350.00 | 22343.79 | 26.26 | 0.0161 | 1074.60 | 59.10 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 33 | 0.00 | 0.00 | N/A | 0.0910 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 54 | 22500.00 | 22509.10 | 24.81 | 0.0458 | 1716.40 | 51.89 | HIGH |
| OK | 2026-06-30 | 89 | 22650.00 | 22647.94 | 21.85 | 0.0753 | 1950.78 | 84.68 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 180 | 0.00 | 0.00 | N/A | 0.4935 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 271 | 23000.00 | 23469.11 | 17.50 | 0.2305 | 2818.50 | 94.48 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 362 | 0.00 | 0.00 | N/A | 0.9918 | 0.00 | 0.00 | N/A |