As of: 2026-04-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 5 | 24150.00 | 24159.53 | 16.61 | 0.0041 | 374.85 | 2.91 | HIGH |
| OK | 2026-05-05 | 12 | 24200.00 | 24178.60 | 18.21 | 0.0097 | 637.54 | 4.49 | HIGH |
| OK | 2026-05-12 | 19 | 24200.00 | 24208.83 | 18.53 | 0.0157 | 816.45 | 46.23 | HIGH |
| OK | 2026-05-19 | 26 | 24250.00 | 24242.85 | 18.18 | 0.0218 | 938.45 | 27.48 | HIGH |
| OK | 2026-05-26 | 33 | 24250.00 | 24265.43 | 17.67 | 0.0278 | 1028.17 | 6.13 | HIGH |
| REJECTED: iv_convergence | 2026-06-02 | 40 | 0.00 | 0.00 | N/A | 0.1095 | 0.00 | 0.00 | N/A |
| OK | 2026-06-30 | 68 | 24400.00 | 24413.49 | 16.16 | 0.0573 | 1357.50 | 61.77 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 159 | 0.00 | 0.00 | N/A | 0.4353 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 250 | 25500.00 | 25329.92 | 13.44 | 0.2125 | 2258.43 | 69.39 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 341 | 0.00 | 0.00 | N/A | 0.9336 | 0.00 | 0.00 | N/A |