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 | 24212.96 | 18.05 | 0.0054 | 450.85 | 5.25 | HIGH |
| OK | 2026-04-28 | 13 | 24250.00 | 24232.01 | 17.77 | 0.0114 | 651.15 | 3.34 | HIGH |
| OK | 2026-05-05 | 20 | 24250.00 | 24270.72 | 17.53 | 0.0170 | 796.10 | 48.51 | HIGH |
| OK | 2026-05-12 | 27 | 24300.00 | 24302.02 | 17.17 | 0.0230 | 907.00 | 31.12 | HIGH |
| OK | 2026-05-19 | 34 | 24350.00 | 24338.17 | 16.93 | 0.0291 | 1004.77 | 0.00 | LOW |
| OK | 2026-05-26 | 41 | 24350.00 | 24365.32 | 16.79 | 0.0351 | 1094.50 | 9.37 | HIGH |
| OK | 2026-06-30 | 76 | 24500.00 | 24523.65 | 15.59 | 0.0645 | 1391.20 | 49.82 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 167 | 0.00 | 0.00 | N/A | 0.4575 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 258 | 25500.00 | 25388.83 | 13.02 | 0.2198 | 2222.30 | 73.18 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 349 | 0.00 | 0.00 | N/A | 0.9558 | 0.00 | 0.00 | N/A |