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 | 24389.53 | 14.58 | 0.0041 | 332.44 | 100.70 | HIGH |
| OK | 2026-05-19 | 12 | 24400.00 | 24402.66 | 14.91 | 0.0102 | 526.45 | 3.78 | HIGH |
| OK | 2026-05-26 | 19 | 24400.00 | 24417.09 | 15.19 | 0.0163 | 674.75 | 5.36 | HIGH |
| OK | 2026-06-02 | 26 | 24450.00 | 24442.97 | 14.97 | 0.0220 | 778.95 | 24.53 | HIGH |
| OK | 2026-06-09 | 33 | 24450.00 | 24461.75 | 14.91 | 0.0281 | 874.30 | 74.47 | HIGH |
| OK | 2026-06-30 | 54 | 24550.00 | 24532.52 | 14.90 | 0.0459 | 1122.05 | 34.33 | HIGH |
| OK | 2026-07-28 | 82 | 24650.00 | 24669.32 | 14.57 | 0.0703 | 1358.15 | 46.63 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 145 | 0.00 | 0.00 | N/A | 0.3970 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 236 | 25500.00 | 25432.91 | 13.09 | 0.2023 | 2137.12 | 66.85 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 327 | 0.00 | 0.00 | N/A | 0.8953 | 0.00 | 0.00 | N/A |