As of: 2026-05-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 7 | 24000.00 | 24007.24 | 18.18 | 0.0068 | 490.55 | 26.00 | HIGH |
| OK | 2026-05-19 | 14 | 24050.00 | 24032.14 | 18.09 | 0.0129 | 685.50 | 43.32 | HIGH |
| OK | 2026-05-26 | 21 | 24050.00 | 24044.44 | 18.15 | 0.0190 | 840.05 | 5.67 | HIGH |
| OK | 2026-06-02 | 28 | 24100.00 | 24078.63 | 17.38 | 0.0247 | 929.23 | 128.51 | HIGH |
| OK | 2026-06-30 | 56 | 24150.00 | 24163.75 | 16.77 | 0.0486 | 1268.22 | 41.77 | HIGH |
| OK | 2026-07-28 | 84 | 24300.00 | 24297.44 | 16.03 | 0.0730 | 1492.00 | 61.74 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 147 | 0.00 | 0.00 | N/A | 0.4031 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 238 | 25000.00 | 25054.53 | 14.24 | 0.2049 | 2296.10 | 67.07 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 329 | 0.00 | 0.00 | N/A | 0.9014 | 0.00 | 0.00 | N/A |