As of: 2026-04-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 6 | 24400.00 | 24406.44 | 18.40 | 0.0058 | 468.70 | 11.09 | HIGH |
| OK | 2026-05-05 | 13 | 24450.00 | 24440.91 | 18.55 | 0.0113 | 689.25 | 8.29 | HIGH |
| OK | 2026-05-12 | 20 | 24500.00 | 24479.51 | 18.17 | 0.0174 | 836.15 | 61.36 | HIGH |
| OK | 2026-05-19 | 27 | 24500.00 | 24516.49 | 17.47 | 0.0234 | 933.00 | 7.14 | HIGH |
| OK | 2026-05-26 | 34 | 24550.00 | 24548.56 | 16.94 | 0.0295 | 1016.20 | 8.21 | HIGH |
| REJECTED: insufficient_strikes | 2026-06-02 | 41 | 0.00 | 0.00 | N/A | 0.1129 | 0.00 | 0.00 | N/A |
| OK | 2026-06-30 | 69 | 24700.00 | 24693.34 | 15.17 | 0.0589 | 1301.15 | 59.99 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 160 | 0.00 | 0.00 | N/A | 0.4387 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 251 | 25500.00 | 25626.60 | 13.09 | 0.2141 | 2215.35 | 75.10 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 342 | 0.00 | 0.00 | N/A | 0.9370 | 0.00 | 0.00 | N/A |