As of: 2026-04-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 8 | 23800.00 | 23821.96 | 21.64 | 0.0070 | 612.50 | 11.25 | HIGH |
| OK | 2026-04-28 | 15 | 23850.00 | 23847.40 | 20.85 | 0.0130 | 806.70 | 4.55 | HIGH |
| OK | 2026-05-05 | 22 | 23900.00 | 23885.01 | 19.98 | 0.0186 | 937.15 | 48.73 | HIGH |
| OK | 2026-05-12 | 29 | 23900.00 | 23921.20 | 19.59 | 0.0246 | 1054.88 | 133.12 | MEDIUM |
| OK | 2026-05-26 | 43 | 24000.00 | 23985.48 | 18.74 | 0.0367 | 1232.15 | 48.97 | HIGH |
| OK | 2026-06-30 | 78 | 24150.00 | 24144.28 | 17.16 | 0.0662 | 1528.32 | 87.95 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 169 | 0.00 | 0.00 | N/A | 0.4630 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 260 | 25000.00 | 24976.59 | 14.14 | 0.2214 | 2378.18 | 77.24 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 351 | 0.00 | 0.00 | N/A | 0.9613 | 0.00 | 0.00 | N/A |