As of: 2026-04-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 7 | 24450.00 | 24446.96 | 19.20 | 0.0067 | 527.55 | 3.63 | HIGH |
| OK | 2026-05-05 | 14 | 24450.00 | 24473.86 | 18.23 | 0.0123 | 702.85 | 20.06 | HIGH |
| OK | 2026-05-12 | 21 | 24500.00 | 24511.04 | 17.80 | 0.0184 | 839.36 | 45.98 | HIGH |
| OK | 2026-05-19 | 28 | 24550.00 | 24549.59 | 12.90 | 0.0244 | 702.58 | 4.12 | HIGH |
| OK | 2026-05-26 | 35 | 24600.00 | 24580.38 | 16.37 | 0.0304 | 997.85 | 7.55 | HIGH |
| OK | 2026-06-30 | 70 | 24700.00 | 24713.79 | 15.26 | 0.0599 | 1318.78 | 42.29 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 161 | 0.00 | 0.00 | N/A | 0.4415 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 252 | 25500.00 | 25618.94 | 13.26 | 0.2151 | 2248.68 | 72.00 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 343 | 0.00 | 0.00 | N/A | 0.9398 | 0.00 | 0.00 | N/A |