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 | 24130.22 | 10.12 | 0.0045 | 231.04 | 6.68 | HIGH |
| OK | 2026-07-14 | 12 | 24150.00 | 24159.25 | 10.89 | 0.0108 | 382.25 | 2.82 | HIGH |
| OK | 2026-07-21 | 19 | 24200.00 | 24184.50 | 11.29 | 0.0171 | 498.68 | 44.03 | HIGH |
| OK | 2026-07-28 | 26 | 24200.00 | 24207.09 | 11.85 | 0.0234 | 611.85 | 7.57 | HIGH |
| OK | 2026-08-04 | 33 | 24250.00 | 24231.19 | 11.96 | 0.0296 | 696.48 | 3.41 | MEDIUM |
| OK | 2026-08-25 | 54 | 24300.00 | 24310.86 | 12.04 | 0.0485 | 898.67 | 10.72 | HIGH |
| OK | 2026-09-29 | 89 | 24450.00 | 24468.48 | 12.06 | 0.0794 | 1161.97 | 13.68 | HIGH |
| OK | 2026-12-29 | 180 | 25000.00 | 24867.61 | 11.61 | 0.1593 | 1625.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 271 | 0.00 | 0.00 | N/A | 0.7422 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 362 | 0.00 | 0.00 | N/A | 0.9914 | 0.00 | 0.00 | N/A |