As of: 2026-06-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 5 | 24150.00 | 24147.89 | 10.08 | 0.0043 | 232.82 | 34.11 | HIGH |
| OK | 2026-07-07 | 12 | 24150.00 | 24162.80 | 11.41 | 0.0104 | 402.90 | 4.06 | HIGH |
| OK | 2026-07-14 | 19 | 24200.00 | 24188.07 | 11.70 | 0.0165 | 518.70 | 29.10 | HIGH |
| OK | 2026-07-21 | 26 | 24200.00 | 24218.46 | 11.87 | 0.0226 | 614.62 | 26.75 | HIGH |
| OK | 2026-07-28 | 33 | 24250.00 | 24237.22 | 11.97 | 0.0287 | 698.55 | 4.40 | HIGH |
| OK | 2026-08-04 | 40 | 24250.00 | 24266.35 | 12.08 | 0.0348 | 776.47 | 103.69 | HIGH |
| OK | 2026-08-25 | 61 | 24350.00 | 24351.59 | 12.01 | 0.0531 | 955.15 | 33.10 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 96 | 0.00 | 0.00 | N/A | 0.2635 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 187 | 25000.00 | 24937.42 | 11.78 | 0.1608 | 1680.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 278 | 0.00 | 0.00 | N/A | 0.7618 | 0.00 | 0.00 | N/A |