As of: 2026-04-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 8 | 24400.00 | 24388.25 | 18.83 | 0.0077 | 550.85 | 7.04 | HIGH |
| OK | 2026-05-05 | 15 | 24400.00 | 24418.39 | 18.00 | 0.0133 | 716.50 | 32.11 | HIGH |
| OK | 2026-05-12 | 22 | 24450.00 | 24449.42 | 19.88 | 0.0193 | 957.03 | 23.25 | HIGH |
| OK | 2026-05-19 | 29 | 24500.00 | 24494.18 | 16.81 | 0.0254 | 929.45 | 4.79 | HIGH |
| OK | 2026-05-26 | 36 | 24500.00 | 24515.76 | 16.46 | 0.0314 | 1014.00 | 8.31 | HIGH |
| OK | 2026-06-30 | 71 | 24650.00 | 24658.71 | 15.23 | 0.0609 | 1323.35 | 73.52 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 162 | 0.00 | 0.00 | N/A | 0.4442 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 253 | 25500.00 | 25561.83 | 13.29 | 0.2161 | 2252.90 | 61.40 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 344 | 0.00 | 0.00 | N/A | 0.9425 | 0.00 | 0.00 | N/A |