As of: 2026-05-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 8 | 24150.00 | 24157.08 | 18.56 | 0.0074 | 532.70 | 15.67 | HIGH |
| OK | 2026-05-19 | 15 | 24200.00 | 24180.67 | 17.87 | 0.0135 | 701.60 | 50.49 | HIGH |
| OK | 2026-05-26 | 22 | 24200.00 | 24194.71 | 17.65 | 0.0196 | 838.35 | 5.97 | HIGH |
| OK | 2026-06-02 | 29 | 24250.00 | 24225.99 | 16.97 | 0.0253 | 926.30 | 100.29 | HIGH |
| OK | 2026-06-30 | 57 | 24300.00 | 24311.20 | 16.23 | 0.0492 | 1244.72 | 52.36 | HIGH |
| OK | 2026-07-28 | 85 | 24450.00 | 24441.49 | 15.63 | 0.0736 | 1470.95 | 62.36 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 148 | 0.00 | 0.00 | N/A | 0.4055 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 239 | 25000.00 | 25203.65 | 14.02 | 0.2055 | 2276.47 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 330 | 0.00 | 0.00 | N/A | 0.9038 | 0.00 | 0.00 | N/A |