As of: 2026-04-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 4 | 23850.00 | 23844.02 | 19.58 | 0.0034 | 394.90 | 117.23 | HIGH |
| OK | 2026-04-21 | 12 | 23850.00 | 23874.37 | 19.94 | 0.0101 | 691.35 | 4.36 | HIGH |
| OK | 2026-05-05 | 26 | 23950.00 | 23948.42 | 19.13 | 0.0217 | 977.15 | 65.89 | HIGH |
| REJECTED: iv_convergence | 2026-05-12 | 33 | 0.00 | 0.00 | N/A | 0.0906 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 47 | 24050.00 | 24041.45 | 18.18 | 0.0399 | 1252.12 | 36.56 | HIGH |
| OK | 2026-06-30 | 82 | 24200.00 | 24191.73 | 16.77 | 0.0693 | 1534.75 | 79.76 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 173 | 0.00 | 0.00 | N/A | 0.4739 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 264 | 25000.00 | 25026.96 | 13.58 | 0.2245 | 2303.07 | 81.67 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 355 | 0.00 | 0.00 | N/A | 0.9722 | 0.00 | 0.00 | N/A |