As of: 2026-04-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 5 | 22350.00 | 22374.86 | 28.27 | 0.0039 | 596.55 | 42.12 | HIGH |
| OK | 2026-04-13 | 11 | 22400.00 | 22405.87 | 29.12 | 0.0090 | 907.40 | 6.73 | HIGH |
| OK | 2026-04-21 | 19 | 22450.00 | 22440.49 | 24.92 | 0.0157 | 1020.42 | 19.08 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-05 | 33 | 0.00 | 0.00 | N/A | 0.0906 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 54 | 22600.00 | 22612.22 | 24.43 | 0.0454 | 1695.00 | 46.17 | HIGH |
| OK | 2026-06-30 | 89 | 22750.00 | 22758.68 | 21.72 | 0.0749 | 1947.03 | 52.91 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 180 | 0.00 | 0.00 | N/A | 0.4931 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 271 | 24000.00 | 23582.54 | 16.19 | 0.2301 | 2667.00 | 99.50 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 362 | 0.00 | 0.00 | N/A | 0.9914 | 0.00 | 0.00 | N/A |