As of: 2026-04-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-21 | 4 | 24250.00 | 24268.03 | 15.95 | 0.0034 | 327.50 | 3.05 | HIGH |
| OK | 2026-04-28 | 11 | 24300.00 | 24279.57 | 16.92 | 0.0094 | 571.95 | 3.04 | HIGH |
| OK | 2026-05-05 | 18 | 24300.00 | 24309.79 | 16.88 | 0.0150 | 728.70 | 14.92 | HIGH |
| OK | 2026-05-12 | 25 | 24350.00 | 24342.49 | 16.74 | 0.0211 | 852.65 | 19.78 | HIGH |
| OK | 2026-05-19 | 32 | 24400.00 | 24382.84 | 16.37 | 0.0271 | 944.62 | 4.89 | HIGH |
| OK | 2026-05-26 | 39 | 24400.00 | 24403.27 | 16.23 | 0.0332 | 1033.55 | 8.04 | HIGH |
| OK | 2026-06-30 | 74 | 24550.00 | 24557.31 | 15.16 | 0.0626 | 1337.35 | 44.05 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 165 | 0.00 | 0.00 | N/A | 0.4520 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 256 | 25500.00 | 25420.28 | 12.96 | 0.2178 | 2203.60 | 66.72 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 347 | 0.00 | 0.00 | N/A | 0.9503 | 0.00 | 0.00 | N/A |