As of: 2026-06-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 8 | 24150.00 | 24149.04 | 11.25 | 0.0069 | 322.95 | 7.59 | HIGH |
| OK | 2026-07-07 | 15 | 24200.00 | 24177.47 | 11.59 | 0.0130 | 455.25 | 10.04 | HIGH |
| OK | 2026-07-14 | 22 | 24200.00 | 24206.91 | 11.77 | 0.0191 | 559.00 | 19.52 | HIGH |
| OK | 2026-07-21 | 29 | 24250.00 | 24231.67 | 11.90 | 0.0252 | 649.98 | 50.58 | HIGH |
| OK | 2026-07-28 | 36 | 24250.00 | 24253.49 | 12.04 | 0.0313 | 732.40 | 5.85 | HIGH |
| OK | 2026-08-25 | 64 | 24350.00 | 24362.28 | 12.10 | 0.0558 | 985.27 | 33.55 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 99 | 0.00 | 0.00 | N/A | 0.2713 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 190 | 25000.00 | 24956.49 | 11.87 | 0.1634 | 1706.85 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 281 | 0.00 | 0.00 | N/A | 0.7696 | 0.00 | 0.00 | N/A |