As of: 2026-05-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 6 | 24400.00 | 24413.82 | 15.39 | 0.0051 | 384.46 | 19.62 | HIGH |
| OK | 2026-05-19 | 13 | 24450.00 | 24434.00 | 15.22 | 0.0112 | 560.20 | 3.83 | HIGH |
| OK | 2026-05-26 | 20 | 24450.00 | 24453.75 | 15.39 | 0.0173 | 702.55 | 5.29 | HIGH |
| OK | 2026-06-02 | 27 | 24500.00 | 24476.74 | 15.25 | 0.0230 | 810.35 | 74.40 | HIGH |
| OK | 2026-06-09 | 34 | 24500.00 | 24503.32 | 14.94 | 0.0291 | 890.95 | 0.00 | LOW |
| OK | 2026-06-30 | 55 | 24550.00 | 24564.17 | 15.02 | 0.0469 | 1141.88 | 57.60 | HIGH |
| OK | 2026-07-28 | 83 | 24700.00 | 24697.45 | 14.63 | 0.0713 | 1374.05 | 57.05 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 146 | 0.00 | 0.00 | N/A | 0.3997 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 237 | 25500.00 | 25456.52 | 13.14 | 0.2033 | 2151.55 | 64.17 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 328 | 0.00 | 0.00 | N/A | 0.8980 | 0.00 | 0.00 | N/A |