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 | 23976.36 | 12.01 | 0.0061 | 318.87 | 7.14 | HIGH |
| OK | 2026-07-14 | 14 | 24000.00 | 24000.02 | 12.40 | 0.0122 | 465.15 | 8.14 | HIGH |
| OK | 2026-07-21 | 21 | 24050.00 | 24026.91 | 12.69 | 0.0183 | 583.77 | 42.13 | HIGH |
| OK | 2026-07-28 | 28 | 24050.00 | 24042.03 | 13.10 | 0.0245 | 695.75 | 9.51 | HIGH |
| OK | 2026-08-04 | 35 | 24050.00 | 24072.48 | 11.73 | 0.0306 | 697.62 | 42.09 | MEDIUM |
| OK | 2026-08-25 | 56 | 24150.00 | 24159.34 | 12.77 | 0.0489 | 963.70 | 34.44 | HIGH |
| OK | 2026-09-29 | 91 | 24000.00 | 24328.12 | 12.75 | 0.0789 | 1254.65 | 0.00 | LOW |
| OK | 2026-12-29 | 182 | 25000.00 | 24768.00 | 11.83 | 0.1565 | 1668.05 | 63.79 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 273 | 0.00 | 0.00 | N/A | 0.7475 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 364 | 0.00 | 0.00 | N/A | 0.9966 | 0.00 | 0.00 | N/A |