As of: 2026-05-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 8 | 24300.00 | 24284.84 | 17.60 | 0.0078 | 512.80 | 16.09 | HIGH |
| OK | 2026-05-19 | 15 | 24300.00 | 24306.37 | 17.34 | 0.0139 | 687.20 | 45.85 | HIGH |
| OK | 2026-05-26 | 22 | 24350.00 | 24325.49 | 16.79 | 0.0200 | 805.10 | 6.91 | HIGH |
| OK | 2026-06-02 | 29 | 24350.00 | 24351.79 | 16.34 | 0.0257 | 898.58 | 71.36 | HIGH |
| OK | 2026-06-30 | 57 | 24450.00 | 24435.81 | 15.63 | 0.0496 | 1207.03 | 43.52 | HIGH |
| OK | 2026-07-28 | 85 | 24550.00 | 24560.72 | 15.28 | 0.0740 | 1446.33 | 59.77 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 148 | 0.00 | 0.00 | N/A | 0.4059 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 239 | 25500.00 | 25320.77 | 13.48 | 0.2059 | 2215.55 | 67.59 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 330 | 0.00 | 0.00 | N/A | 0.9042 | 0.00 | 0.00 | N/A |