As of: 2026-07-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 4 | 24350.00 | 24358.24 | 9.81 | 0.0039 | 205.75 | 8.80 | HIGH |
| OK | 2026-07-14 | 11 | 24400.00 | 24378.98 | 10.31 | 0.0102 | 352.41 | 3.49 | HIGH |
| OK | 2026-07-21 | 18 | 24400.00 | 24401.05 | 10.83 | 0.0164 | 471.50 | 34.71 | HIGH |
| OK | 2026-07-28 | 25 | 24450.00 | 24427.63 | 11.00 | 0.0227 | 564.00 | 19.24 | HIGH |
| OK | 2026-08-04 | 32 | 24450.00 | 24451.47 | 13.38 | 0.0290 | 775.47 | 35.22 | MEDIUM |
| OK | 2026-08-25 | 53 | 24550.00 | 24527.26 | 11.47 | 0.0478 | 857.22 | 15.89 | HIGH |
| OK | 2026-09-29 | 88 | 24700.00 | 24680.35 | 11.65 | 0.0788 | 1127.93 | 9.06 | HIGH |
| OK | 2026-12-29 | 179 | 25000.00 | 25081.61 | 11.58 | 0.1587 | 1621.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 270 | 0.00 | 0.00 | N/A | 0.7399 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 361 | 0.00 | 0.00 | N/A | 0.9890 | 0.00 | 0.00 | N/A |