As of: 2026-04-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 5 | 23950.00 | 23948.82 | 16.26 | 0.0039 | 367.22 | 37.12 | HIGH |
| OK | 2026-05-12 | 12 | 23950.00 | 23970.62 | 17.63 | 0.0100 | 613.77 | 3.17 | HIGH |
| OK | 2026-05-19 | 19 | 24000.00 | 23997.74 | 17.74 | 0.0160 | 776.90 | 36.98 | HIGH |
| OK | 2026-05-26 | 26 | 24000.00 | 24022.10 | 17.47 | 0.0221 | 894.95 | 7.59 | HIGH |
| OK | 2026-06-02 | 33 | 24050.00 | 24051.45 | 16.99 | 0.0278 | 981.25 | 90.46 | HIGH |
| OK | 2026-06-30 | 61 | 24150.00 | 24142.36 | 16.34 | 0.0515 | 1287.45 | 35.28 | HIGH |
| OK | 2026-07-28 | 89 | 24300.00 | 24276.47 | 15.83 | 0.0757 | 1515.12 | 61.95 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 152 | 0.00 | 0.00 | N/A | 0.4164 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 243 | 25000.00 | 25014.41 | 14.32 | 0.2067 | 2330.35 | 69.82 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 334 | 0.00 | 0.00 | N/A | 0.9147 | 0.00 | 0.00 | N/A |