As of: 2026-04-10
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-13 | 3 | 24050.00 | 24052.05 | 16.31 | 0.0022 | 283.98 | 109.15 | HIGH |
| OK | 2026-04-21 | 11 | 24100.00 | 24080.69 | 17.29 | 0.0088 | 576.95 | 4.97 | HIGH |
| OK | 2026-04-28 | 18 | 24100.00 | 24104.09 | 17.47 | 0.0149 | 745.90 | 4.90 | HIGH |
| OK | 2026-05-05 | 25 | 24150.00 | 24144.32 | 17.06 | 0.0205 | 859.75 | 72.29 | HIGH |
| SPARSE | 2026-05-12 | 32 | 24200.00 | 24179.45 | 16.80 | 0.0265 | 960.08 | 72.19 | MEDIUM |
| OK | 2026-05-26 | 46 | 24250.00 | 24235.36 | 16.72 | 0.0386 | 1147.67 | 32.73 | HIGH |
| OK | 2026-06-30 | 81 | 24400.00 | 24380.54 | 15.53 | 0.0680 | 1423.08 | 70.90 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 172 | 0.00 | 0.00 | N/A | 0.4709 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 263 | 25000.00 | 25221.56 | 13.55 | 0.2233 | 2310.00 | 72.89 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 354 | 0.00 | 0.00 | N/A | 0.9692 | 0.00 | 0.00 | N/A |