As of: 2026-06-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 5 | 24200.00 | 24208.43 | 9.53 | 0.0039 | 217.78 | 4.59 | HIGH |
| OK | 2026-07-07 | 12 | 24200.00 | 24222.96 | 11.13 | 0.0100 | 391.85 | 3.87 | HIGH |
| OK | 2026-07-14 | 19 | 24250.00 | 24244.83 | 11.64 | 0.0161 | 514.90 | 10.78 | HIGH |
| OK | 2026-07-21 | 26 | 24250.00 | 24270.45 | 11.79 | 0.0222 | 610.15 | 28.93 | HIGH |
| OK | 2026-07-28 | 33 | 24300.00 | 24293.04 | 11.93 | 0.0283 | 696.31 | 5.07 | HIGH |
| OK | 2026-08-04 | 40 | 24300.00 | 24317.55 | 12.05 | 0.0344 | 774.50 | 57.05 | HIGH |
| OK | 2026-08-25 | 61 | 24400.00 | 24403.17 | 11.90 | 0.0527 | 947.85 | 47.82 | HIGH |
| REJECTED: missing_quotes | 2026-09-29 | 96 | 0.00 | 0.00 | N/A | 0.2631 | 0.00 | 0.00 | N/A |
| OK | 2026-12-29 | 187 | 25000.00 | 24979.79 | 11.67 | 0.1604 | 1664.33 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 278 | 0.00 | 0.00 | N/A | 0.7614 | 0.00 | 0.00 | N/A |