As of: 2026-04-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 4 | 23800.00 | 23809.32 | 19.70 | 0.0031 | 391.93 | 103.06 | HIGH |
| OK | 2026-04-21 | 12 | 23850.00 | 23842.20 | 19.83 | 0.0098 | 684.05 | 4.24 | HIGH |
| OK | 2026-05-05 | 26 | 23900.00 | 23916.79 | 19.04 | 0.0215 | 969.25 | 60.90 | HIGH |
| REJECTED: iv_convergence | 2026-05-12 | 33 | 0.00 | 0.00 | N/A | 0.0904 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 47 | 24000.00 | 24013.13 | 18.22 | 0.0396 | 1251.58 | 37.92 | HIGH |
| OK | 2026-06-30 | 82 | 24150.00 | 24174.48 | 16.89 | 0.0690 | 1543.03 | 91.59 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 173 | 0.00 | 0.00 | N/A | 0.4737 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 264 | 25000.00 | 25010.83 | 13.58 | 0.2242 | 2302.70 | 80.51 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 355 | 0.00 | 0.00 | N/A | 0.9720 | 0.00 | 0.00 | N/A |