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 | 24192.47 | 16.42 | 0.0044 | 374.68 | 4.26 | HIGH |
| OK | 2026-05-05 | 12 | 24200.00 | 24215.40 | 18.11 | 0.0100 | 636.75 | 3.83 | HIGH |
| OK | 2026-05-12 | 19 | 24250.00 | 24249.26 | 18.36 | 0.0160 | 812.55 | 43.25 | HIGH |
| OK | 2026-05-19 | 26 | 24300.00 | 24286.41 | 18.05 | 0.0221 | 935.12 | 57.55 | HIGH |
| OK | 2026-05-26 | 33 | 24300.00 | 24315.26 | 17.57 | 0.0281 | 1026.10 | 6.85 | HIGH |
| REJECTED: iv_convergence | 2026-06-02 | 40 | 0.00 | 0.00 | N/A | 0.1098 | 0.00 | 0.00 | N/A |
| OK | 2026-06-30 | 68 | 24450.00 | 24456.95 | 15.98 | 0.0575 | 1345.88 | 54.62 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 159 | 0.00 | 0.00 | N/A | 0.4356 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 250 | 25500.00 | 25387.01 | 13.23 | 0.2128 | 2223.25 | 68.80 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 341 | 0.00 | 0.00 | N/A | 0.9339 | 0.00 | 0.00 | N/A |