As of: 2026-05-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 8 | 24200.00 | 24188.14 | 17.98 | 0.0071 | 514.00 | 11.02 | HIGH |
| OK | 2026-05-19 | 15 | 24200.00 | 24210.81 | 17.58 | 0.0132 | 688.25 | 34.07 | HIGH |
| OK | 2026-05-26 | 22 | 24250.00 | 24226.67 | 17.37 | 0.0193 | 824.70 | 6.32 | HIGH |
| OK | 2026-06-02 | 29 | 24250.00 | 24250.64 | 16.88 | 0.0250 | 920.48 | 37.72 | HIGH |
| OK | 2026-06-30 | 57 | 24350.00 | 24341.76 | 16.17 | 0.0489 | 1240.55 | 25.04 | HIGH |
| OK | 2026-07-28 | 85 | 24450.00 | 24469.23 | 15.66 | 0.0733 | 1474.05 | 58.45 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 148 | 0.00 | 0.00 | N/A | 0.4052 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 239 | 25000.00 | 25230.44 | 14.02 | 0.2053 | 2279.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 330 | 0.00 | 0.00 | N/A | 0.9035 | 0.00 | 0.00 | N/A |