As of: 2026-05-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-02 | 8 | 24050.00 | 24064.93 | 14.64 | 0.0067 | 416.18 | 28.61 | HIGH |
| OK | 2026-06-09 | 15 | 24100.00 | 24079.67 | 14.69 | 0.0128 | 572.50 | 8.06 | HIGH |
| OK | 2026-06-16 | 22 | 24100.00 | 24097.55 | 14.26 | 0.0189 | 673.08 | 30.96 | HIGH |
| OK | 2026-06-23 | 29 | 24100.00 | 24099.49 | 14.35 | 0.0250 | 777.38 | 45.40 | HIGH |
| OK | 2026-06-30 | 36 | 24100.00 | 24112.15 | 14.21 | 0.0306 | 858.05 | 6.33 | HIGH |
| OK | 2026-07-28 | 64 | 24200.00 | 24221.18 | 14.30 | 0.0550 | 1156.05 | 46.09 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 127 | 0.00 | 0.00 | N/A | 0.3477 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 218 | 25000.00 | 24968.25 | 13.54 | 0.1870 | 2084.65 | 69.93 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 309 | 0.00 | 0.00 | N/A | 0.8460 | 0.00 | 0.00 | N/A |