As of: 2026-05-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 5 | 24400.00 | 24406.77 | 15.64 | 0.0044 | 359.94 | 103.13 | HIGH |
| OK | 2026-05-19 | 12 | 24400.00 | 24423.87 | 15.51 | 0.0105 | 550.35 | 3.58 | HIGH |
| OK | 2026-05-26 | 19 | 24450.00 | 24443.33 | 15.52 | 0.0166 | 692.45 | 4.94 | HIGH |
| OK | 2026-06-02 | 26 | 24450.00 | 24465.25 | 15.35 | 0.0223 | 801.05 | 21.61 | HIGH |
| OK | 2026-06-09 | 33 | 24500.00 | 24483.20 | 15.17 | 0.0284 | 892.23 | 45.96 | HIGH |
| OK | 2026-06-30 | 54 | 24550.00 | 24558.24 | 15.10 | 0.0462 | 1138.53 | 52.15 | HIGH |
| OK | 2026-07-28 | 82 | 24700.00 | 24690.36 | 14.73 | 0.0706 | 1376.00 | 61.91 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 145 | 0.00 | 0.00 | N/A | 0.3973 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 236 | 25500.00 | 25467.93 | 13.10 | 0.2025 | 2141.55 | 69.32 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 327 | 0.00 | 0.00 | N/A | 0.8956 | 0.00 | 0.00 | N/A |