As of: 2026-06-25
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-06-30 | 5 | 24100.00 | 24101.18 | 9.22 | 0.0036 | 207.55 | 4.29 | HIGH |
| OK | 2026-07-07 | 12 | 24100.00 | 24116.67 | 11.02 | 0.0097 | 384.67 | 7.23 | HIGH |
| OK | 2026-07-14 | 19 | 24150.00 | 24143.24 | 11.65 | 0.0158 | 512.15 | 9.91 | HIGH |
| OK | 2026-07-21 | 26 | 24150.00 | 24166.88 | 12.00 | 0.0219 | 617.33 | 12.53 | HIGH |
| OK | 2026-07-28 | 33 | 24200.00 | 24186.09 | 12.16 | 0.0280 | 705.40 | 3.98 | HIGH |
| OK | 2026-08-04 | 40 | 24200.00 | 24217.22 | 12.17 | 0.0341 | 778.38 | 51.15 | HIGH |
| OK | 2026-08-25 | 61 | 24300.00 | 24297.24 | 12.17 | 0.0525 | 964.50 | 42.49 | HIGH |
| OK | 2026-09-29 | 96 | 24000.00 | 24457.19 | 12.58 | 0.0825 | 1299.25 | 0.00 | LOW |
| OK | 2026-12-29 | 187 | 25000.00 | 24872.70 | 11.69 | 0.1601 | 1667.50 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 278 | 0.00 | 0.00 | N/A | 0.7611 | 0.00 | 0.00 | N/A |