As of: 2026-04-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 8 | 24150.00 | 24136.90 | 17.76 | 0.0066 | 506.65 | 20.79 | HIGH |
| OK | 2026-05-12 | 15 | 24150.00 | 24164.48 | 18.11 | 0.0126 | 707.75 | 15.76 | HIGH |
| OK | 2026-05-19 | 22 | 24200.00 | 24200.33 | 17.81 | 0.0187 | 843.90 | 39.37 | HIGH |
| OK | 2026-05-26 | 29 | 24200.00 | 24221.67 | 17.64 | 0.0247 | 960.55 | 9.45 | HIGH |
| OK | 2026-06-02 | 36 | 24250.00 | 24257.69 | 17.03 | 0.0304 | 1034.80 | 129.29 | HIGH |
| OK | 2026-06-30 | 64 | 24350.00 | 24365.91 | 16.29 | 0.0541 | 1324.83 | 47.69 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 155 | 0.00 | 0.00 | N/A | 0.4244 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 246 | 25500.00 | 25267.55 | 13.38 | 0.2094 | 2230.95 | 70.62 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 337 | 0.00 | 0.00 | N/A | 0.9227 | 0.00 | 0.00 | N/A |