As of: 2026-04-28
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 7 | 24000.00 | 23996.37 | 16.12 | 0.0056 | 427.60 | 14.56 | HIGH |
| OK | 2026-05-12 | 14 | 24000.00 | 24019.58 | 17.06 | 0.0117 | 640.15 | 14.61 | HIGH |
| OK | 2026-05-19 | 21 | 24050.00 | 24052.13 | 17.11 | 0.0177 | 787.60 | 36.06 | HIGH |
| OK | 2026-05-26 | 28 | 24050.00 | 24069.29 | 17.25 | 0.0237 | 917.05 | 9.42 | HIGH |
| OK | 2026-06-02 | 35 | 24100.00 | 24105.07 | 16.82 | 0.0295 | 1001.28 | 80.40 | HIGH |
| OK | 2026-06-30 | 63 | 24200.00 | 24200.06 | 16.24 | 0.0532 | 1301.85 | 64.54 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 154 | 0.00 | 0.00 | N/A | 0.4216 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 245 | 25000.00 | 25097.08 | 14.03 | 0.2084 | 2296.62 | 74.39 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 336 | 0.00 | 0.00 | N/A | 0.9199 | 0.00 | 0.00 | N/A |