As of: 2026-04-28
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 7 | 24150.00 | 24134.14 | 17.13 | 0.0063 | 465.00 | 14.11 | HIGH |
| OK | 2026-05-12 | 14 | 24150.00 | 24161.24 | 17.63 | 0.0123 | 671.28 | 15.17 | HIGH |
| OK | 2026-05-19 | 21 | 24200.00 | 24191.84 | 17.39 | 0.0184 | 809.65 | 40.24 | HIGH |
| OK | 2026-05-26 | 28 | 24200.00 | 24220.76 | 17.12 | 0.0244 | 919.60 | 8.13 | HIGH |
| OK | 2026-06-02 | 35 | 24250.00 | 24254.59 | 16.80 | 0.0301 | 1010.10 | 58.85 | HIGH |
| OK | 2026-06-30 | 63 | 24350.00 | 24362.50 | 16.08 | 0.0538 | 1300.10 | 71.20 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 154 | 0.00 | 0.00 | N/A | 0.4223 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 245 | 25500.00 | 25257.70 | 13.40 | 0.2091 | 2231.27 | 69.67 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 336 | 0.00 | 0.00 | N/A | 0.9206 | 0.00 | 0.00 | N/A |