As of: 2026-04-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-05 | 5 | 24050.00 | 24054.18 | 16.04 | 0.0037 | 360.52 | 20.28 | HIGH |
| OK | 2026-05-12 | 12 | 24050.00 | 24073.58 | 17.21 | 0.0097 | 599.50 | 4.19 | HIGH |
| OK | 2026-05-19 | 19 | 24100.00 | 24100.37 | 17.36 | 0.0157 | 761.48 | 34.66 | HIGH |
| OK | 2026-05-26 | 26 | 24100.00 | 24119.25 | 17.39 | 0.0218 | 892.70 | 6.95 | HIGH |
| OK | 2026-06-02 | 33 | 24150.00 | 24142.91 | 16.93 | 0.0275 | 980.30 | 66.12 | HIGH |
| OK | 2026-06-30 | 61 | 24250.00 | 24235.92 | 16.32 | 0.0512 | 1290.22 | 54.42 | HIGH |
| OK | 2026-07-28 | 89 | 24350.00 | 24360.36 | 15.79 | 0.0754 | 1514.52 | 60.59 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 152 | 0.00 | 0.00 | N/A | 0.4162 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 243 | 25000.00 | 25106.76 | 14.15 | 0.2064 | 2308.00 | 73.16 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 334 | 0.00 | 0.00 | N/A | 0.9145 | 0.00 | 0.00 | N/A |