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 | 24388.16 | 17.77 | 0.0051 | 443.61 | 5.33 | HIGH |
| OK | 2026-05-05 | 13 | 24400.00 | 24415.27 | 18.37 | 0.0107 | 675.15 | 4.58 | HIGH |
| OK | 2026-05-12 | 20 | 24450.00 | 24452.35 | 18.36 | 0.0167 | 838.23 | 25.67 | HIGH |
| OK | 2026-05-19 | 27 | 24500.00 | 24489.70 | 17.72 | 0.0228 | 941.85 | 4.00 | HIGH |
| OK | 2026-05-26 | 34 | 24500.00 | 24520.13 | 17.08 | 0.0288 | 1019.10 | 7.43 | HIGH |
| OK | 2026-06-02 | 41 | 24550.00 | 24556.54 | 16.61 | 0.0345 | 1090.38 | 0.00 | LOW |
| OK | 2026-06-30 | 69 | 24650.00 | 24658.75 | 15.53 | 0.0582 | 1327.75 | 65.96 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 160 | 0.00 | 0.00 | N/A | 0.4381 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 251 | 25500.00 | 25578.77 | 13.14 | 0.2135 | 2218.93 | 65.89 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 342 | 0.00 | 0.00 | N/A | 0.9364 | 0.00 | 0.00 | N/A |