As of: 2026-06-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 7 | 23950.00 | 23933.62 | 13.87 | 0.0068 | 373.49 | 11.64 | HIGH |
| OK | 2026-07-14 | 14 | 23950.00 | 23955.25 | 13.48 | 0.0129 | 508.85 | 9.16 | HIGH |
| OK | 2026-07-21 | 21 | 24000.00 | 23979.81 | 13.36 | 0.0190 | 617.15 | 3.39 | HIGH |
| OK | 2026-07-28 | 28 | 24000.00 | 23996.09 | 13.29 | 0.0251 | 707.55 | 41.88 | HIGH |
| OK | 2026-08-04 | 35 | 24050.00 | 24029.73 | 13.11 | 0.0312 | 781.58 | 33.16 | MEDIUM |
| OK | 2026-08-25 | 56 | 24100.00 | 24114.31 | 13.14 | 0.0496 | 992.00 | 29.60 | HIGH |
| OK | 2026-09-29 | 91 | 24000.00 | 24281.33 | 12.92 | 0.0796 | 1263.55 | 0.00 | LOW |
| OK | 2026-12-29 | 182 | 25000.00 | 24704.92 | 11.98 | 0.1572 | 1693.50 | 0.00 | LOW |
| REJECTED: iv_garbage | 2027-03-30 | 273 | 0.00 | 0.00 | N/A | 0.7481 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 364 | 0.00 | 0.00 | N/A | 0.9973 | 0.00 | 0.00 | N/A |