As of: 2026-04-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 7 | 24550.00 | 24546.82 | 18.14 | 0.0063 | 495.63 | 2.82 | HIGH |
| OK | 2026-05-05 | 14 | 24600.00 | 24576.56 | 17.50 | 0.0119 | 674.88 | 57.43 | HIGH |
| OK | 2026-05-12 | 21 | 24600.00 | 24610.56 | 17.28 | 0.0180 | 815.65 | 26.15 | HIGH |
| OK | 2026-05-19 | 28 | 24650.00 | 24651.56 | 16.46 | 0.0240 | 897.95 | 5.05 | HIGH |
| OK | 2026-05-26 | 35 | 24700.00 | 24678.89 | 15.96 | 0.0300 | 974.80 | 7.50 | HIGH |
| OK | 2026-06-30 | 70 | 24800.00 | 24814.39 | 14.83 | 0.0595 | 1285.92 | 51.80 | HIGH |
| OK | 2026-09-29 | 161 | 25500.00 | 25282.41 | 13.00 | 0.1376 | 1757.85 | 0.00 | LOW |
| OK | 2026-12-29 | 252 | 25500.00 | 25712.76 | 13.00 | 0.2147 | 2212.18 | 68.84 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 343 | 0.00 | 0.00 | N/A | 0.9394 | 0.00 | 0.00 | N/A |