As of: 2026-04-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-07 | 5 | 22700.00 | 22709.76 | 25.78 | 0.0037 | 546.82 | 85.58 | HIGH |
| OK | 2026-04-13 | 11 | 22700.00 | 22709.56 | 27.30 | 0.0087 | 858.34 | 7.91 | HIGH |
| OK | 2026-04-21 | 19 | 22750.00 | 22741.52 | 25.39 | 0.0154 | 1051.12 | 49.45 | HIGH |
| REJECTED: iv_convergence | 2026-05-05 | 33 | 0.00 | 0.00 | N/A | 0.0904 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 54 | 22900.00 | 22918.70 | 23.34 | 0.0452 | 1640.35 | 67.42 | HIGH |
| OK | 2026-06-30 | 89 | 23050.00 | 23073.21 | 20.97 | 0.0746 | 1903.93 | 68.07 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 180 | 0.00 | 0.00 | N/A | 0.4928 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 271 | 24000.00 | 23915.10 | 16.00 | 0.2298 | 2632.50 | 113.69 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 362 | 0.00 | 0.00 | N/A | 0.9911 | 0.00 | 0.00 | N/A |