As of: 2026-07-01
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 6 | 24050.00 | 24039.35 | 12.44 | 0.0055 | 308.68 | 7.25 | HIGH |
| OK | 2026-07-14 | 13 | 24050.00 | 24069.48 | 12.46 | 0.0118 | 453.25 | 3.02 | HIGH |
| OK | 2026-07-21 | 20 | 24100.00 | 24094.50 | 12.61 | 0.0181 | 568.73 | 51.25 | HIGH |
| OK | 2026-07-28 | 27 | 24100.00 | 24113.57 | 12.83 | 0.0244 | 672.50 | 7.90 | HIGH |
| OK | 2026-08-04 | 34 | 24150.00 | 24137.82 | 11.56 | 0.0307 | 680.42 | 74.95 | MEDIUM |
| OK | 2026-08-25 | 55 | 24200.00 | 24223.03 | 12.66 | 0.0495 | 950.30 | 13.57 | HIGH |
| OK | 2026-09-29 | 90 | 24400.00 | 24380.21 | 12.35 | 0.0804 | 1193.65 | 17.00 | HIGH |
| OK | 2026-12-29 | 181 | 25000.00 | 24809.27 | 11.82 | 0.1603 | 1660.72 | 54.23 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 272 | 0.00 | 0.00 | N/A | 0.7450 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 363 | 0.00 | 0.00 | N/A | 0.9941 | 0.00 | 0.00 | N/A |