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 | 24025.53 | 11.84 | 0.0053 | 291.76 | 15.01 | HIGH |
| OK | 2026-07-14 | 13 | 24050.00 | 24054.26 | 12.09 | 0.0116 | 437.79 | 16.18 | HIGH |
| OK | 2026-07-21 | 20 | 24100.00 | 24079.15 | 12.28 | 0.0178 | 552.60 | 65.79 | HIGH |
| OK | 2026-07-28 | 27 | 24100.00 | 24097.10 | 12.70 | 0.0241 | 663.75 | 7.57 | HIGH |
| OK | 2026-08-04 | 34 | 24100.00 | 24112.72 | 12.64 | 0.0304 | 741.58 | 54.53 | MEDIUM |
| OK | 2026-08-25 | 55 | 24200.00 | 24205.71 | 12.57 | 0.0492 | 941.62 | 15.30 | HIGH |
| OK | 2026-09-29 | 90 | 24350.00 | 24358.38 | 12.44 | 0.0801 | 1199.60 | 39.93 | HIGH |
| OK | 2026-12-29 | 181 | 25000.00 | 24774.64 | 11.83 | 0.1600 | 1663.35 | 51.88 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 272 | 0.00 | 0.00 | N/A | 0.7447 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 363 | 0.00 | 0.00 | N/A | 0.9939 | 0.00 | 0.00 | N/A |