As of: 2026-06-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 8 | 24000.00 | 23987.01 | 13.34 | 0.0074 | 380.46 | 9.72 | HIGH |
| OK | 2026-07-14 | 15 | 24000.00 | 24009.51 | 13.19 | 0.0135 | 513.85 | 9.87 | HIGH |
| OK | 2026-07-21 | 22 | 24050.00 | 24036.10 | 13.16 | 0.0196 | 621.30 | 35.18 | HIGH |
| OK | 2026-07-28 | 29 | 24050.00 | 24050.54 | 13.14 | 0.0257 | 711.90 | 12.15 | HIGH |
| OK | 2026-08-04 | 36 | 24100.00 | 24080.69 | 13.02 | 0.0318 | 786.97 | 4.63 | MEDIUM |
| OK | 2026-08-25 | 57 | 24150.00 | 24168.52 | 12.82 | 0.0502 | 977.10 | 41.54 | HIGH |
| OK | 2026-09-29 | 92 | 24000.00 | 24334.27 | 12.83 | 0.0802 | 1270.80 | 0.00 | LOW |
| OK | 2026-12-29 | 183 | 25000.00 | 24762.51 | 11.88 | 0.1578 | 1680.70 | 61.98 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 274 | 0.00 | 0.00 | N/A | 0.7505 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 365 | 0.00 | 0.00 | N/A | 0.9996 | 0.00 | 0.00 | N/A |