As of: 2026-04-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 8 | 24300.00 | 24307.90 | 20.46 | 0.0070 | 587.35 | 7.61 | HIGH |
| OK | 2026-05-05 | 15 | 24350.00 | 24340.89 | 19.17 | 0.0126 | 754.75 | 17.19 | HIGH |
| OK | 2026-05-12 | 22 | 24400.00 | 24377.48 | 18.45 | 0.0187 | 881.33 | 17.69 | HIGH |
| OK | 2026-05-19 | 29 | 24400.00 | 24424.49 | 18.01 | 0.0247 | 988.60 | 6.70 | HIGH |
| OK | 2026-05-26 | 36 | 24450.00 | 24446.21 | 17.23 | 0.0308 | 1055.05 | 8.99 | HIGH |
| OK | 2026-06-30 | 71 | 24600.00 | 24588.04 | 15.67 | 0.0602 | 1355.95 | 62.05 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 162 | 0.00 | 0.00 | N/A | 0.4436 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 253 | 25500.00 | 25503.31 | 13.39 | 0.2154 | 2266.95 | 65.01 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 344 | 0.00 | 0.00 | N/A | 0.9418 | 0.00 | 0.00 | N/A |