As of: 2026-05-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 6 | 24200.00 | 24224.05 | 15.41 | 0.0058 | 389.76 | 29.92 | HIGH |
| OK | 2026-05-19 | 13 | 24250.00 | 24240.38 | 15.77 | 0.0119 | 581.10 | 3.37 | HIGH |
| OK | 2026-05-26 | 20 | 24250.00 | 24259.53 | 16.36 | 0.0180 | 745.70 | 5.84 | HIGH |
| OK | 2026-06-02 | 27 | 24300.00 | 24286.54 | 15.97 | 0.0237 | 845.55 | 92.96 | HIGH |
| OK | 2026-06-09 | 34 | 24300.00 | 24313.97 | 15.66 | 0.0298 | 930.23 | 0.00 | LOW |
| OK | 2026-06-30 | 55 | 24350.00 | 24373.89 | 15.79 | 0.0476 | 1193.38 | 26.21 | HIGH |
| OK | 2026-07-28 | 83 | 24500.00 | 24506.27 | 15.29 | 0.0720 | 1426.58 | 63.48 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 146 | 0.00 | 0.00 | N/A | 0.4004 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 237 | 25500.00 | 25255.09 | 13.37 | 0.2039 | 2190.12 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 328 | 0.00 | 0.00 | N/A | 0.8987 | 0.00 | 0.00 | N/A |