As of: 2026-04-10
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 3 | 24000.00 | 24013.90 | 16.37 | 0.0024 | 289.21 | 108.47 | HIGH |
| OK | 2026-04-21 | 11 | 24050.00 | 24034.55 | 17.44 | 0.0091 | 583.55 | 3.71 | HIGH |
| OK | 2026-04-28 | 18 | 24050.00 | 24057.96 | 17.55 | 0.0152 | 750.05 | 4.15 | HIGH |
| OK | 2026-05-05 | 25 | 24100.00 | 24099.21 | 17.12 | 0.0207 | 862.75 | 51.51 | HIGH |
| SPARSE | 2026-05-12 | 32 | 24150.00 | 24130.50 | 18.09 | 0.0268 | 1033.22 | 51.02 | MEDIUM |
| OK | 2026-05-26 | 46 | 24200.00 | 24189.96 | 16.74 | 0.0389 | 1148.15 | 13.76 | HIGH |
| OK | 2026-06-30 | 81 | 24350.00 | 24341.50 | 15.77 | 0.0683 | 1442.90 | 56.84 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 172 | 0.00 | 0.00 | N/A | 0.4712 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 263 | 25000.00 | 25170.61 | 13.45 | 0.2235 | 2287.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 354 | 0.00 | 0.00 | N/A | 0.9695 | 0.00 | 0.00 | N/A |