As of: 2026-04-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 5 | 24400.00 | 24378.75 | 16.17 | 0.0048 | 377.57 | 12.02 | HIGH |
| OK | 2026-04-28 | 12 | 24400.00 | 24388.33 | 16.43 | 0.0108 | 585.87 | 3.46 | HIGH |
| OK | 2026-05-05 | 19 | 24400.00 | 24420.27 | 16.43 | 0.0164 | 734.75 | 46.48 | HIGH |
| OK | 2026-05-12 | 26 | 24450.00 | 24452.91 | 16.63 | 0.0225 | 869.80 | 29.08 | HIGH |
| OK | 2026-05-19 | 33 | 24500.00 | 24486.98 | 8.05 | 0.0285 | 474.65 | 0.00 | LOW |
| OK | 2026-05-26 | 40 | 24500.00 | 24518.92 | 16.14 | 0.0345 | 1047.50 | 7.52 | HIGH |
| OK | 2026-06-30 | 75 | 24650.00 | 24666.01 | 15.20 | 0.0640 | 1356.80 | 22.03 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 166 | 0.00 | 0.00 | N/A | 0.4552 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 257 | 25500.00 | 25533.67 | 12.91 | 0.2192 | 2204.45 | 69.25 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 348 | 0.00 | 0.00 | N/A | 0.9535 | 0.00 | 0.00 | N/A |