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 | 23992.23 | 12.91 | 0.0071 | 365.96 | 18.25 | HIGH |
| OK | 2026-07-14 | 15 | 24000.00 | 24013.12 | 12.85 | 0.0132 | 499.20 | 10.58 | HIGH |
| OK | 2026-07-21 | 22 | 24050.00 | 24040.66 | 12.86 | 0.0194 | 605.70 | 4.63 | HIGH |
| OK | 2026-07-28 | 29 | 24050.00 | 24057.61 | 12.85 | 0.0255 | 695.00 | 14.28 | HIGH |
| OK | 2026-08-04 | 36 | 24100.00 | 24087.07 | 12.76 | 0.0316 | 770.02 | 19.37 | MEDIUM |
| OK | 2026-08-25 | 57 | 24150.00 | 24174.56 | 12.67 | 0.0499 | 964.83 | 23.13 | HIGH |
| OK | 2026-09-29 | 92 | 24000.00 | 24338.52 | 12.72 | 0.0799 | 1260.60 | 0.00 | LOW |
| OK | 2026-12-29 | 183 | 25000.00 | 24771.89 | 11.83 | 0.1575 | 1672.75 | 62.27 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 274 | 0.00 | 0.00 | N/A | 0.7502 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 365 | 0.00 | 0.00 | N/A | 0.9993 | 0.00 | 0.00 | N/A |