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 | 24222.80 | 14.42 | 0.0031 | 292.31 | 17.41 | HIGH |
| OK | 2026-05-19 | 11 | 24250.00 | 24234.26 | 15.49 | 0.0092 | 520.33 | 3.19 | HIGH |
| OK | 2026-05-26 | 18 | 24250.00 | 24247.27 | 15.83 | 0.0153 | 679.90 | 4.59 | HIGH |
| OK | 2026-06-02 | 25 | 24250.00 | 24274.72 | 15.76 | 0.0210 | 798.67 | 53.29 | HIGH |
| OK | 2026-06-09 | 32 | 24300.00 | 24299.38 | 15.55 | 0.0271 | 892.55 | 214.61 | HIGH |
| OK | 2026-06-30 | 53 | 24350.00 | 24360.59 | 15.36 | 0.0449 | 1136.70 | 37.95 | HIGH |
| OK | 2026-07-28 | 81 | 24500.00 | 24502.79 | 14.94 | 0.0693 | 1375.35 | 57.44 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 144 | 0.00 | 0.00 | N/A | 0.3943 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 235 | 25500.00 | 25268.89 | 13.28 | 0.2013 | 2164.45 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 326 | 0.00 | 0.00 | N/A | 0.8926 | 0.00 | 0.00 | N/A |