As of: 2026-06-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 7 | 24000.00 | 23999.96 | 12.54 | 0.0064 | 334.78 | 15.69 | HIGH |
| OK | 2026-07-14 | 14 | 24000.00 | 24020.19 | 12.56 | 0.0125 | 472.98 | 7.42 | HIGH |
| OK | 2026-07-21 | 21 | 24050.00 | 24047.61 | 12.66 | 0.0186 | 584.10 | 30.18 | HIGH |
| OK | 2026-07-28 | 28 | 24050.00 | 24062.32 | 12.78 | 0.0247 | 680.25 | 9.37 | HIGH |
| OK | 2026-08-04 | 35 | 24100.00 | 24096.47 | 12.61 | 0.0308 | 751.78 | 53.42 | MEDIUM |
| OK | 2026-08-25 | 56 | 24200.00 | 24177.66 | 12.50 | 0.0492 | 945.35 | 31.62 | HIGH |
| OK | 2026-09-29 | 91 | 24000.00 | 24344.00 | 12.70 | 0.0792 | 1253.88 | 0.00 | LOW |
| OK | 2026-12-29 | 182 | 25000.00 | 24782.85 | 11.82 | 0.1568 | 1665.70 | 61.43 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 273 | 0.00 | 0.00 | N/A | 0.7477 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 364 | 0.00 | 0.00 | N/A | 0.9969 | 0.00 | 0.00 | N/A |