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 | 24356.06 | 9.21 | 0.0035 | 189.80 | 1.07 | HIGH |
| OK | 2026-07-14 | 11 | 24400.00 | 24383.80 | 10.06 | 0.0098 | 341.45 | 3.24 | HIGH |
| OK | 2026-07-21 | 18 | 24400.00 | 24405.00 | 10.61 | 0.0160 | 459.95 | 27.44 | HIGH |
| OK | 2026-07-28 | 25 | 24450.00 | 24432.76 | 10.90 | 0.0223 | 557.25 | 12.59 | HIGH |
| OK | 2026-08-04 | 32 | 24450.00 | 24457.34 | 11.20 | 0.0286 | 647.98 | 1.78 | MEDIUM |
| OK | 2026-08-25 | 53 | 24550.00 | 24533.34 | 11.36 | 0.0474 | 848.42 | 15.68 | HIGH |
| OK | 2026-09-29 | 88 | 24700.00 | 24688.03 | 11.58 | 0.0784 | 1120.70 | 11.17 | HIGH |
| OK | 2026-12-29 | 179 | 25000.00 | 25094.70 | 11.55 | 0.1583 | 1618.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 270 | 0.00 | 0.00 | N/A | 0.7395 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 361 | 0.00 | 0.00 | N/A | 0.9886 | 0.00 | 0.00 | N/A |