As of: 2026-04-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 7 | 24600.00 | 24588.23 | 17.70 | 0.0061 | 481.15 | 2.08 | HIGH |
| OK | 2026-05-05 | 14 | 24600.00 | 24615.35 | 17.55 | 0.0117 | 675.00 | 51.02 | HIGH |
| OK | 2026-05-12 | 21 | 24650.00 | 24650.43 | 17.15 | 0.0177 | 808.88 | 28.82 | HIGH |
| OK | 2026-05-19 | 28 | 24700.00 | 24688.46 | 16.47 | 0.0237 | 898.58 | 8.06 | HIGH |
| OK | 2026-05-26 | 35 | 24700.00 | 24719.15 | 15.89 | 0.0298 | 969.60 | 7.83 | HIGH |
| OK | 2026-06-30 | 70 | 24850.00 | 24854.18 | 14.63 | 0.0592 | 1269.65 | 48.01 | HIGH |
| OK | 2026-09-29 | 161 | 25500.00 | 25334.88 | 12.89 | 0.1373 | 1739.75 | 0.00 | LOW |
| OK | 2026-12-29 | 252 | 26000.00 | 25768.48 | 12.37 | 0.2144 | 2129.00 | 66.65 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 343 | 0.00 | 0.00 | N/A | 0.9391 | 0.00 | 0.00 | N/A |