As of: 2026-07-02
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 5 | 24200.00 | 24180.57 | 9.70 | 0.0042 | 219.78 | 27.42 | HIGH |
| OK | 2026-07-14 | 12 | 24200.00 | 24212.66 | 10.54 | 0.0105 | 369.24 | 2.82 | HIGH |
| OK | 2026-07-21 | 19 | 24250.00 | 24238.02 | 10.97 | 0.0168 | 484.05 | 22.72 | HIGH |
| OK | 2026-07-28 | 26 | 24250.00 | 24259.75 | 11.49 | 0.0231 | 593.15 | 11.11 | HIGH |
| OK | 2026-08-04 | 33 | 24300.00 | 24285.36 | 11.49 | 0.0294 | 669.27 | 3.67 | MEDIUM |
| OK | 2026-08-25 | 54 | 24350.00 | 24361.69 | 11.82 | 0.0482 | 883.35 | 11.96 | HIGH |
| OK | 2026-09-29 | 89 | 24500.00 | 24522.88 | 11.85 | 0.0791 | 1143.55 | 10.49 | HIGH |
| OK | 2026-12-29 | 180 | 25000.00 | 24924.36 | 11.62 | 0.1590 | 1624.90 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 271 | 0.00 | 0.00 | N/A | 0.7420 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 362 | 0.00 | 0.00 | N/A | 0.9911 | 0.00 | 0.00 | N/A |