As of: 2026-04-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 5 | 24000.00 | 24005.08 | 18.99 | 0.0041 | 425.75 | 2.45 | HIGH |
| OK | 2026-04-21 | 13 | 24050.00 | 24032.86 | 18.47 | 0.0108 | 668.65 | 4.83 | HIGH |
| OK | 2026-04-28 | 20 | 24050.00 | 24058.82 | 18.03 | 0.0168 | 809.85 | 5.53 | HIGH |
| OK | 2026-05-05 | 27 | 24100.00 | 24098.82 | 17.62 | 0.0224 | 921.08 | 22.79 | HIGH |
| REJECTED: insufficient_strikes | 2026-05-12 | 34 | 0.00 | 0.00 | N/A | 0.0931 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 48 | 24200.00 | 24185.71 | 16.94 | 0.0406 | 1185.55 | 39.93 | HIGH |
| OK | 2026-06-30 | 83 | 24350.00 | 24336.50 | 15.94 | 0.0700 | 1475.92 | 82.43 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 174 | 0.00 | 0.00 | N/A | 0.4764 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 265 | 25000.00 | 25165.28 | 13.37 | 0.2252 | 2281.78 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 356 | 0.00 | 0.00 | N/A | 0.9747 | 0.00 | 0.00 | N/A |