As of: 2026-04-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 8 | 23850.00 | 23842.05 | 20.91 | 0.0067 | 589.14 | 5.80 | HIGH |
| OK | 2026-04-28 | 15 | 23850.00 | 23862.96 | 20.44 | 0.0128 | 788.56 | 3.63 | HIGH |
| OK | 2026-05-05 | 22 | 23900.00 | 23903.57 | 19.62 | 0.0183 | 918.45 | 65.17 | HIGH |
| OK | 2026-05-12 | 29 | 23950.00 | 23936.81 | 19.32 | 0.0244 | 1040.30 | 133.03 | MEDIUM |
| OK | 2026-05-26 | 43 | 24000.00 | 24003.16 | 18.53 | 0.0365 | 1217.60 | 35.95 | HIGH |
| OK | 2026-06-30 | 78 | 24150.00 | 24163.02 | 17.03 | 0.0659 | 1516.30 | 97.85 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 169 | 0.00 | 0.00 | N/A | 0.4627 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 260 | 25000.00 | 24992.43 | 14.12 | 0.2211 | 2374.10 | 79.38 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 351 | 0.00 | 0.00 | N/A | 0.9610 | 0.00 | 0.00 | N/A |