As of: 2026-04-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 6 | 24150.00 | 24131.92 | 14.96 | 0.0053 | 377.11 | 23.62 | HIGH |
| OK | 2026-05-12 | 13 | 24150.00 | 24155.44 | 16.02 | 0.0113 | 588.05 | 4.13 | HIGH |
| OK | 2026-05-19 | 20 | 24200.00 | 24187.00 | 16.10 | 0.0174 | 732.00 | 41.41 | HIGH |
| OK | 2026-05-26 | 27 | 24200.00 | 24207.06 | 16.35 | 0.0234 | 862.15 | 8.26 | HIGH |
| OK | 2026-06-02 | 34 | 24250.00 | 24245.98 | 15.87 | 0.0291 | 940.03 | 84.63 | HIGH |
| OK | 2026-06-30 | 62 | 24350.00 | 24338.79 | 15.61 | 0.0529 | 1251.55 | 38.16 | HIGH |
| OK | 2026-07-28 | 90 | 24450.00 | 24474.38 | 12.06 | 0.0770 | 1169.85 | 22.92 | MEDIUM |
| REJECTED: missing_quotes | 2026-09-29 | 153 | 0.00 | 0.00 | N/A | 0.4196 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 244 | 25000.00 | 25224.20 | 13.70 | 0.2081 | 2250.90 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 335 | 0.00 | 0.00 | N/A | 0.9179 | 0.00 | 0.00 | N/A |