As of: 2026-04-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-04-28 | 4 | 24050.00 | 24057.16 | 16.61 | 0.0038 | 343.95 | 12.23 | HIGH |
| OK | 2026-05-05 | 11 | 24100.00 | 24081.81 | 18.58 | 0.0094 | 626.95 | 6.20 | HIGH |
| OK | 2026-05-12 | 18 | 24100.00 | 24120.54 | 18.95 | 0.0154 | 814.95 | 62.59 | HIGH |
| OK | 2026-05-19 | 25 | 24150.00 | 24152.94 | 18.40 | 0.0215 | 932.38 | 44.02 | HIGH |
| OK | 2026-05-26 | 32 | 24150.00 | 24171.36 | 17.94 | 0.0275 | 1027.75 | 7.02 | HIGH |
| OK | 2026-06-02 | 39 | 24250.00 | 24240.20 | 17.33 | 0.0332 | 1098.80 | 50.41 | HIGH |
| OK | 2026-06-30 | 67 | 24300.00 | 24319.77 | 16.56 | 0.0570 | 1378.25 | 59.79 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 158 | 0.00 | 0.00 | N/A | 0.4333 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 249 | 25500.00 | 25251.74 | 13.55 | 0.2122 | 2273.20 | 67.74 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 340 | 0.00 | 0.00 | N/A | 0.9316 | 0.00 | 0.00 | N/A |