As of: 2026-04-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 6 | 24200.00 | 24214.44 | 18.02 | 0.0058 | 455.47 | 35.24 | HIGH |
| OK | 2026-04-28 | 13 | 24250.00 | 24236.31 | 17.51 | 0.0118 | 645.10 | 3.81 | HIGH |
| OK | 2026-05-05 | 20 | 24250.00 | 24271.68 | 17.37 | 0.0174 | 791.77 | 49.38 | HIGH |
| OK | 2026-05-12 | 27 | 24300.00 | 24305.96 | 14.92 | 0.0234 | 790.03 | 105.83 | MEDIUM |
| REJECTED: insufficient_strikes | 2026-05-19 | 34 | 0.00 | 0.00 | N/A | 0.0938 | 0.00 | 0.00 | N/A |
| OK | 2026-05-26 | 41 | 24350.00 | 24374.76 | 16.64 | 0.0355 | 1086.83 | 15.60 | HIGH |
| OK | 2026-06-30 | 76 | 24550.00 | 24529.48 | 15.43 | 0.0649 | 1380.60 | 55.17 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 167 | 0.00 | 0.00 | N/A | 0.4579 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 258 | 25500.00 | 25362.93 | 12.90 | 0.2202 | 2202.45 | 74.04 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 349 | 0.00 | 0.00 | N/A | 0.9562 | 0.00 | 0.00 | N/A |