As of: 2026-04-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 6 | 24350.00 | 24360.97 | 14.96 | 0.0049 | 375.80 | 18.98 | HIGH |
| OK | 2026-05-12 | 13 | 24400.00 | 24389.10 | 15.69 | 0.0109 | 578.55 | 3.99 | HIGH |
| OK | 2026-05-19 | 20 | 24400.00 | 24418.78 | 15.76 | 0.0170 | 720.42 | 46.55 | HIGH |
| OK | 2026-05-26 | 27 | 24450.00 | 24442.47 | 15.79 | 0.0230 | 838.88 | 7.14 | HIGH |
| OK | 2026-06-02 | 34 | 24450.00 | 24467.75 | 15.45 | 0.0287 | 921.08 | 86.70 | HIGH |
| OK | 2026-06-30 | 62 | 24550.00 | 24569.23 | 15.12 | 0.0525 | 1221.80 | 48.44 | HIGH |
| OK | 2026-07-28 | 90 | 24700.00 | 24700.32 | 14.69 | 0.0766 | 1437.50 | 22.97 | MEDIUM |
| REJECTED: missing_quotes | 2026-09-29 | 153 | 0.00 | 0.00 | N/A | 0.4192 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 244 | 25500.00 | 25443.70 | 13.16 | 0.2077 | 2186.28 | 68.57 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 335 | 0.00 | 0.00 | N/A | 0.9175 | 0.00 | 0.00 | N/A |