As of: 2026-05-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 4 | 24250.00 | 24248.22 | 16.11 | 0.0038 | 336.19 | 11.71 | HIGH |
| OK | 2026-05-19 | 11 | 24250.00 | 24269.00 | 16.11 | 0.0099 | 547.60 | 3.64 | HIGH |
| OK | 2026-05-26 | 18 | 24300.00 | 24280.15 | 16.07 | 0.0160 | 696.15 | 7.12 | HIGH |
| OK | 2026-06-02 | 25 | 24300.00 | 24311.15 | 15.95 | 0.0217 | 813.12 | 45.57 | HIGH |
| OK | 2026-06-09 | 32 | 24350.00 | 24332.69 | 15.63 | 0.0278 | 901.90 | 125.62 | HIGH |
| OK | 2026-06-30 | 53 | 24400.00 | 24396.13 | 15.50 | 0.0456 | 1151.75 | 29.14 | HIGH |
| OK | 2026-07-28 | 81 | 24550.00 | 24540.08 | 14.92 | 0.0700 | 1378.03 | 67.36 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 144 | 0.00 | 0.00 | N/A | 0.3949 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 235 | 25500.00 | 25293.49 | 13.28 | 0.2019 | 2164.85 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 326 | 0.00 | 0.00 | N/A | 0.8932 | 0.00 | 0.00 | N/A |