As of: 2026-04-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 5 | 24200.00 | 24194.09 | 18.03 | 0.0048 | 417.43 | 4.58 | HIGH |
| OK | 2026-05-05 | 12 | 24200.00 | 24221.51 | 18.83 | 0.0104 | 666.20 | 3.99 | HIGH |
| OK | 2026-05-12 | 19 | 24250.00 | 24260.58 | 18.89 | 0.0164 | 839.15 | 34.11 | HIGH |
| OK | 2026-05-19 | 26 | 24300.00 | 24296.28 | 18.34 | 0.0225 | 953.10 | 5.06 | HIGH |
| OK | 2026-05-26 | 33 | 24350.00 | 24325.24 | 17.53 | 0.0285 | 1027.10 | 7.97 | HIGH |
| REJECTED: iv_convergence | 2026-06-02 | 40 | 0.00 | 0.00 | N/A | 0.1102 | 0.00 | 0.00 | N/A |
| OK | 2026-06-30 | 68 | 24450.00 | 24467.93 | 15.96 | 0.0579 | 1345.78 | 63.59 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 159 | 0.00 | 0.00 | N/A | 0.4360 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 250 | 25500.00 | 25398.72 | 13.25 | 0.2132 | 2227.57 | 67.69 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 341 | 0.00 | 0.00 | N/A | 0.9343 | 0.00 | 0.00 | N/A |