As of: 2026-04-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 8 | 24100.00 | 24101.37 | 18.90 | 0.0072 | 546.30 | 30.99 | HIGH |
| OK | 2026-05-12 | 15 | 24150.00 | 24134.24 | 18.77 | 0.0133 | 738.83 | 10.34 | HIGH |
| OK | 2026-05-19 | 22 | 24150.00 | 24165.77 | 18.51 | 0.0193 | 880.60 | 38.31 | HIGH |
| OK | 2026-05-26 | 29 | 24200.00 | 24188.81 | 17.93 | 0.0254 | 979.40 | 9.42 | HIGH |
| OK | 2026-06-02 | 36 | 24250.00 | 24227.70 | 20.89 | 0.0311 | 1272.92 | 141.16 | HIGH |
| OK | 2026-06-30 | 64 | 24350.00 | 24327.26 | 16.40 | 0.0548 | 1335.90 | 85.40 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 155 | 0.00 | 0.00 | N/A | 0.4251 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 246 | 25500.00 | 25258.47 | 13.50 | 0.2100 | 2252.25 | 67.73 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 337 | 0.00 | 0.00 | N/A | 0.9233 | 0.00 | 0.00 | N/A |