As of: 2026-07-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 6 | 23950.00 | 23956.24 | 13.17 | 0.0059 | 329.38 | 42.13 | HIGH |
| OK | 2026-07-14 | 13 | 24000.00 | 23982.88 | 12.98 | 0.0122 | 473.30 | 2.87 | HIGH |
| OK | 2026-07-21 | 20 | 24000.00 | 24004.08 | 13.27 | 0.0185 | 598.55 | 27.77 | HIGH |
| OK | 2026-07-28 | 27 | 24000.00 | 24021.55 | 13.49 | 0.0248 | 706.05 | 6.15 | HIGH |
| OK | 2026-08-04 | 34 | 24050.00 | 24052.84 | 12.47 | 0.0311 | 732.95 | 73.42 | MEDIUM |
| OK | 2026-08-25 | 55 | 24150.00 | 24135.76 | 13.03 | 0.0499 | 976.25 | 33.68 | HIGH |
| OK | 2026-09-29 | 90 | 24300.00 | 24292.62 | 12.59 | 0.0808 | 1213.43 | 15.65 | MEDIUM |
| OK | 2026-12-29 | 181 | 25000.00 | 24736.19 | 11.98 | 0.1607 | 1686.70 | 57.34 | MEDIUM |
| REJECTED: iv_garbage | 2027-03-30 | 272 | 0.00 | 0.00 | N/A | 0.7454 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 363 | 0.00 | 0.00 | N/A | 0.9945 | 0.00 | 0.00 | N/A |