As of: 2026-04-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 5 | 23900.00 | 23880.73 | 21.00 | 0.0048 | 480.25 | 64.39 | HIGH |
| OK | 2026-04-21 | 13 | 23900.00 | 23898.50 | 19.85 | 0.0115 | 720.75 | 7.43 | HIGH |
| OK | 2026-04-28 | 20 | 23950.00 | 23927.32 | 18.99 | 0.0175 | 854.10 | 7.30 | HIGH |
| SPARSE | 2026-05-05 | 27 | 23950.00 | 23972.82 | 9.55 | 0.0231 | 498.85 | 99.83 | MEDIUM |
| REJECTED: insufficient_strikes | 2026-05-12 | 34 | 0.00 | 0.00 | N/A | 0.0938 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 48 | 24050.00 | 24045.16 | 17.42 | 0.0412 | 1214.50 | 53.44 | HIGH |
| OK | 2026-06-30 | 83 | 24200.00 | 24188.40 | 16.37 | 0.0707 | 1508.25 | 93.08 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 174 | 0.00 | 0.00 | N/A | 0.4771 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 265 | 25000.00 | 25024.17 | 13.47 | 0.2259 | 2290.01 | 88.44 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 356 | 0.00 | 0.00 | N/A | 0.9754 | 0.00 | 0.00 | N/A |