As of: 2026-07-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 5 | 24150.00 | 24139.75 | 11.17 | 0.0049 | 258.17 | 7.91 | HIGH |
| OK | 2026-07-14 | 12 | 24150.00 | 24168.06 | 11.50 | 0.0112 | 406.15 | 3.73 | HIGH |
| OK | 2026-07-21 | 19 | 24200.00 | 24190.65 | 11.80 | 0.0175 | 522.92 | 34.30 | HIGH |
| OK | 2026-07-28 | 26 | 24200.00 | 24215.63 | 12.28 | 0.0238 | 635.75 | 7.08 | HIGH |
| OK | 2026-08-04 | 33 | 24250.00 | 24241.60 | 12.21 | 0.0300 | 712.45 | 5.27 | MEDIUM |
| OK | 2026-08-25 | 54 | 24300.00 | 24318.06 | 12.23 | 0.0489 | 914.00 | 7.93 | HIGH |
| OK | 2026-09-29 | 89 | 24450.00 | 24472.02 | 12.21 | 0.0798 | 1177.90 | 22.56 | HIGH |
| OK | 2026-12-29 | 180 | 25000.00 | 24875.04 | 11.77 | 0.1597 | 1647.65 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 271 | 0.00 | 0.00 | N/A | 0.7426 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 362 | 0.00 | 0.00 | N/A | 0.9918 | 0.00 | 0.00 | N/A |