As of: 2026-04-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 5 | 24150.00 | 24128.60 | 17.00 | 0.0044 | 387.45 | 11.41 | HIGH |
| OK | 2026-04-28 | 12 | 24150.00 | 24148.13 | 17.75 | 0.0104 | 622.50 | 2.88 | HIGH |
| OK | 2026-05-05 | 19 | 24200.00 | 24181.03 | 17.35 | 0.0160 | 766.10 | 71.21 | HIGH |
| OK | 2026-05-12 | 26 | 24200.00 | 24217.46 | 17.15 | 0.0221 | 885.50 | 4.41 | HIGH |
| OK | 2026-05-19 | 33 | 24250.00 | 24253.67 | 16.92 | 0.0281 | 985.55 | 4.10 | MEDIUM |
| OK | 2026-05-26 | 40 | 24300.00 | 24282.94 | 16.70 | 0.0341 | 1072.25 | 20.73 | HIGH |
| OK | 2026-06-30 | 75 | 24450.00 | 24435.18 | 15.58 | 0.0636 | 1377.50 | 51.17 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 166 | 0.00 | 0.00 | N/A | 0.4548 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 257 | 25500.00 | 25327.41 | 13.11 | 0.2188 | 2233.57 | 69.06 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 348 | 0.00 | 0.00 | N/A | 0.9531 | 0.00 | 0.00 | N/A |