As of: 2026-05-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 7 | 24100.00 | 24092.50 | 15.45 | 0.0061 | 411.40 | 14.78 | HIGH |
| OK | 2026-05-19 | 14 | 24100.00 | 24114.98 | 16.23 | 0.0122 | 611.60 | 20.45 | HIGH |
| OK | 2026-05-26 | 21 | 24150.00 | 24128.84 | 16.71 | 0.0183 | 772.15 | 5.36 | HIGH |
| OK | 2026-06-02 | 28 | 24150.00 | 24160.03 | 16.43 | 0.0240 | 876.90 | 124.95 | HIGH |
| OK | 2026-06-30 | 56 | 24250.00 | 24244.59 | 16.07 | 0.0479 | 1217.25 | 33.14 | HIGH |
| OK | 2026-07-28 | 84 | 24350.00 | 24371.41 | 15.65 | 0.0723 | 1458.85 | 57.93 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 147 | 0.00 | 0.00 | N/A | 0.4025 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 238 | 25000.00 | 25120.29 | 14.02 | 0.2043 | 2264.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 329 | 0.00 | 0.00 | N/A | 0.9008 | 0.00 | 0.00 | N/A |