As of: 2026-06-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 6 | 24050.00 | 24039.62 | 11.28 | 0.0046 | 277.57 | 15.49 | HIGH |
| OK | 2026-07-07 | 13 | 24050.00 | 24058.15 | 12.20 | 0.0107 | 441.95 | 4.61 | HIGH |
| OK | 2026-07-14 | 20 | 24100.00 | 24085.84 | 12.35 | 0.0168 | 555.80 | 13.57 | HIGH |
| OK | 2026-07-21 | 27 | 24100.00 | 24110.88 | 12.54 | 0.0229 | 656.05 | 19.76 | HIGH |
| OK | 2026-07-28 | 34 | 24150.00 | 24130.20 | 12.52 | 0.0290 | 736.03 | 4.75 | HIGH |
| OK | 2026-08-25 | 62 | 24250.00 | 24246.45 | 12.46 | 0.0535 | 993.45 | 29.50 | HIGH |
| OK | 2026-09-29 | 97 | 24000.00 | 24403.53 | 12.70 | 0.0835 | 1304.08 | 0.00 | LOW |
| OK | 2026-12-29 | 188 | 25000.00 | 24838.15 | 11.86 | 0.1611 | 1695.82 | 52.08 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 279 | 0.00 | 0.00 | N/A | 0.7639 | 0.00 | 0.00 | N/A |