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 | 24423.60 | 17.58 | 0.0054 | 443.13 | 2.28 | HIGH |
| OK | 2026-05-05 | 13 | 24450.00 | 24449.85 | 18.16 | 0.0109 | 671.12 | 3.98 | HIGH |
| OK | 2026-05-12 | 20 | 24500.00 | 24487.58 | 18.28 | 0.0170 | 838.00 | 47.93 | HIGH |
| OK | 2026-05-19 | 27 | 24500.00 | 24524.84 | 17.67 | 0.0230 | 941.70 | 3.87 | HIGH |
| OK | 2026-05-26 | 34 | 24550.00 | 24555.10 | 16.88 | 0.0291 | 1010.20 | 7.24 | HIGH |
| OK | 2026-06-02 | 41 | 24600.00 | 24597.04 | 12.38 | 0.0348 | 814.98 | 0.00 | LOW |
| OK | 2026-06-30 | 69 | 24700.00 | 24694.71 | 15.39 | 0.0585 | 1318.62 | 50.67 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 160 | 0.00 | 0.00 | N/A | 0.4383 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 251 | 25500.00 | 25613.22 | 13.15 | 0.2137 | 2223.55 | 66.13 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 342 | 0.00 | 0.00 | N/A | 0.9366 | 0.00 | 0.00 | N/A |