As of: 2026-05-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 5 | 24350.00 | 24350.25 | 15.69 | 0.0048 | 365.54 | 36.50 | HIGH |
| OK | 2026-05-19 | 12 | 24350.00 | 24370.12 | 15.66 | 0.0109 | 557.63 | 4.15 | HIGH |
| OK | 2026-05-26 | 19 | 24400.00 | 24388.44 | 15.74 | 0.0170 | 703.45 | 5.24 | HIGH |
| OK | 2026-06-02 | 26 | 24400.00 | 24418.66 | 15.47 | 0.0227 | 808.00 | 42.30 | HIGH |
| OK | 2026-06-09 | 33 | 24450.00 | 24442.55 | 15.14 | 0.0288 | 890.93 | 11.33 | HIGH |
| OK | 2026-06-30 | 54 | 24500.00 | 24505.22 | 15.18 | 0.0466 | 1143.65 | 52.64 | HIGH |
| OK | 2026-07-28 | 82 | 24650.00 | 24635.13 | 14.82 | 0.0710 | 1382.25 | 68.82 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 145 | 0.00 | 0.00 | N/A | 0.3977 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 236 | 25500.00 | 25403.08 | 13.16 | 0.2029 | 2150.32 | 62.56 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 327 | 0.00 | 0.00 | N/A | 0.8960 | 0.00 | 0.00 | N/A |