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 | 24408.69 | 18.84 | 0.0076 | 550.07 | 3.19 | HIGH |
| OK | 2026-05-05 | 15 | 24450.00 | 24438.69 | 17.86 | 0.0132 | 710.85 | 21.78 | HIGH |
| OK | 2026-05-12 | 22 | 24450.00 | 24473.18 | 17.37 | 0.0192 | 836.12 | 11.99 | HIGH |
| OK | 2026-05-19 | 29 | 24500.00 | 24516.13 | 16.97 | 0.0253 | 938.38 | 40.32 | HIGH |
| OK | 2026-05-26 | 36 | 24550.00 | 24542.92 | 16.36 | 0.0313 | 1008.70 | 7.18 | HIGH |
| OK | 2026-06-30 | 71 | 24700.00 | 24679.21 | 15.19 | 0.0607 | 1321.22 | 73.06 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 162 | 0.00 | 0.00 | N/A | 0.4441 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 253 | 25500.00 | 25598.31 | 13.32 | 0.2160 | 2261.15 | 61.04 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 344 | 0.00 | 0.00 | N/A | 0.9424 | 0.00 | 0.00 | N/A |