As of: 2026-04-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 5 | 23900.00 | 23877.27 | 16.23 | 0.0043 | 371.36 | 60.08 | HIGH |
| OK | 2026-05-12 | 12 | 23900.00 | 23900.21 | 17.57 | 0.0104 | 613.69 | 4.60 | HIGH |
| OK | 2026-05-19 | 19 | 23950.00 | 23931.98 | 17.69 | 0.0164 | 775.95 | 59.65 | HIGH |
| OK | 2026-05-26 | 26 | 23950.00 | 23949.32 | 17.59 | 0.0225 | 901.15 | 8.14 | HIGH |
| OK | 2026-06-02 | 33 | 24000.00 | 24000.62 | 16.99 | 0.0282 | 981.35 | 66.89 | HIGH |
| OK | 2026-06-30 | 61 | 24100.00 | 24078.07 | 16.48 | 0.0519 | 1297.28 | 48.95 | HIGH |
| OK | 2026-07-28 | 89 | 24150.00 | 24172.41 | 16.19 | 0.0761 | 1542.80 | 64.36 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 152 | 0.00 | 0.00 | N/A | 0.4168 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 243 | 25000.00 | 24978.52 | 14.09 | 0.2071 | 2291.50 | 83.60 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 334 | 0.00 | 0.00 | N/A | 0.9151 | 0.00 | 0.00 | N/A |