As of: 2026-05-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 7 | 24050.00 | 24039.88 | 16.53 | 0.0064 | 442.40 | 17.93 | HIGH |
| OK | 2026-05-19 | 14 | 24050.00 | 24061.47 | 17.26 | 0.0125 | 651.20 | 31.42 | HIGH |
| OK | 2026-05-26 | 21 | 24100.00 | 24080.81 | 17.27 | 0.0186 | 798.15 | 7.21 | HIGH |
| OK | 2026-06-02 | 28 | 24100.00 | 24111.09 | 17.16 | 0.0243 | 915.35 | 133.52 | HIGH |
| OK | 2026-06-30 | 56 | 24200.00 | 24198.96 | 16.44 | 0.0482 | 1243.78 | 32.91 | HIGH |
| OK | 2026-07-28 | 84 | 24350.00 | 24327.19 | 15.81 | 0.0726 | 1473.28 | 56.14 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 147 | 0.00 | 0.00 | N/A | 0.4027 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 238 | 25000.00 | 25088.13 | 14.16 | 0.2045 | 2284.20 | 72.24 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 329 | 0.00 | 0.00 | N/A | 0.9010 | 0.00 | 0.00 | N/A |