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 | 24223.14 | 17.98 | 0.0051 | 445.87 | 10.05 | HIGH |
| OK | 2026-04-28 | 13 | 24250.00 | 24242.18 | 17.59 | 0.0111 | 642.05 | 3.58 | HIGH |
| OK | 2026-05-05 | 20 | 24300.00 | 24278.47 | 17.26 | 0.0167 | 782.92 | 45.95 | HIGH |
| OK | 2026-05-12 | 27 | 24300.00 | 24309.96 | 17.11 | 0.0228 | 902.25 | 46.23 | HIGH |
| OK | 2026-05-19 | 34 | 24500.00 | 24518.22 | 16.52 | 0.0288 | 985.55 | 0.00 | LOW |
| OK | 2026-05-26 | 41 | 24400.00 | 24380.00 | 16.66 | 0.0348 | 1086.55 | 13.43 | HIGH |
| OK | 2026-06-30 | 76 | 24550.00 | 24533.18 | 15.70 | 0.0643 | 1401.78 | 47.65 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 167 | 0.00 | 0.00 | N/A | 0.4572 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 258 | 25500.00 | 25407.70 | 12.99 | 0.2195 | 2217.25 | 78.08 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 349 | 0.00 | 0.00 | N/A | 0.9555 | 0.00 | 0.00 | N/A |