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 | 24103.38 | 18.12 | 0.0069 | 519.00 | 14.59 | HIGH |
| OK | 2026-05-12 | 15 | 24150.00 | 24132.68 | 18.34 | 0.0129 | 718.35 | 9.55 | HIGH |
| OK | 2026-05-19 | 22 | 24150.00 | 24162.45 | 18.09 | 0.0189 | 857.53 | 31.93 | HIGH |
| OK | 2026-05-26 | 29 | 24200.00 | 24192.37 | 17.73 | 0.0250 | 966.05 | 8.86 | HIGH |
| OK | 2026-06-02 | 36 | 24250.00 | 24226.08 | 17.25 | 0.0307 | 1048.95 | 81.21 | HIGH |
| OK | 2026-06-30 | 64 | 24350.00 | 24330.01 | 16.44 | 0.0544 | 1337.28 | 62.51 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 155 | 0.00 | 0.00 | N/A | 0.4247 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 246 | 25000.00 | 25225.40 | 14.10 | 0.2096 | 2324.50 | 65.26 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 337 | 0.00 | 0.00 | N/A | 0.9229 | 0.00 | 0.00 | N/A |