As of: 2026-05-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-12 | 4 | 24200.00 | 24180.74 | 15.47 | 0.0034 | 316.88 | 11.82 | HIGH |
| OK | 2026-05-19 | 11 | 24200.00 | 24197.99 | 16.00 | 0.0095 | 538.55 | 2.87 | HIGH |
| OK | 2026-05-26 | 18 | 24200.00 | 24209.46 | 16.28 | 0.0156 | 699.80 | 4.38 | HIGH |
| OK | 2026-06-02 | 25 | 24250.00 | 24236.44 | 15.95 | 0.0213 | 809.08 | 42.07 | HIGH |
| OK | 2026-06-09 | 32 | 24250.00 | 24262.33 | 15.79 | 0.0274 | 906.10 | 5.11 | HIGH |
| OK | 2026-06-30 | 53 | 24350.00 | 24327.21 | 15.59 | 0.0452 | 1154.53 | 13.16 | HIGH |
| OK | 2026-07-28 | 81 | 24450.00 | 24465.57 | 15.22 | 0.0696 | 1399.72 | 46.12 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 144 | 0.00 | 0.00 | N/A | 0.3945 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 235 | 25000.00 | 25244.16 | 13.88 | 0.2015 | 2239.30 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 326 | 0.00 | 0.00 | N/A | 0.8928 | 0.00 | 0.00 | N/A |