As of: 2026-05-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 6 | 24050.00 | 24053.69 | 16.76 | 0.0054 | 415.92 | 16.11 | HIGH |
| OK | 2026-05-19 | 13 | 24050.00 | 24074.18 | 16.77 | 0.0115 | 610.30 | 3.39 | HIGH |
| OK | 2026-05-26 | 20 | 24100.00 | 24095.15 | 17.05 | 0.0176 | 769.25 | 5.80 | HIGH |
| OK | 2026-06-02 | 27 | 24100.00 | 24117.95 | 16.66 | 0.0233 | 873.12 | 93.05 | HIGH |
| OK | 2026-06-09 | 34 | 24150.00 | 24144.19 | 16.43 | 0.0294 | 967.20 | 0.00 | LOW |
| OK | 2026-06-30 | 55 | 24200.00 | 24209.70 | 16.18 | 0.0472 | 1213.47 | 25.72 | HIGH |
| OK | 2026-07-28 | 83 | 24350.00 | 24340.07 | 15.70 | 0.0716 | 1454.08 | 52.85 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 146 | 0.00 | 0.00 | N/A | 0.4000 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 237 | 25000.00 | 25106.74 | 14.14 | 0.2035 | 2278.00 | 69.52 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 328 | 0.00 | 0.00 | N/A | 0.8983 | 0.00 | 0.00 | N/A |