As of: 2026-07-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 4 | 24300.00 | 24287.16 | 8.73 | 0.0032 | 177.54 | 10.19 | HIGH |
| OK | 2026-07-14 | 11 | 24300.00 | 24314.12 | 10.06 | 0.0095 | 338.85 | 4.16 | HIGH |
| OK | 2026-07-21 | 18 | 24350.00 | 24340.50 | 10.62 | 0.0158 | 458.25 | 27.84 | HIGH |
| OK | 2026-07-28 | 25 | 24350.00 | 24360.61 | 10.93 | 0.0221 | 555.85 | 14.02 | HIGH |
| OK | 2026-08-04 | 32 | 24400.00 | 24384.71 | 11.12 | 0.0283 | 640.73 | 14.65 | MEDIUM |
| OK | 2026-08-25 | 53 | 24450.00 | 24461.87 | 11.47 | 0.0472 | 852.97 | 21.61 | HIGH |
| OK | 2026-09-29 | 88 | 24600.00 | 24621.48 | 11.60 | 0.0781 | 1118.53 | 9.19 | HIGH |
| OK | 2026-12-29 | 179 | 25000.00 | 25033.87 | 11.48 | 0.1580 | 1603.35 | 0.00 | LOW |
| OK | 2027-03-30 | 270 | 25500.00 | 25668.02 | 5.76 | 0.2396 | 1020.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 361 | 0.00 | 0.00 | N/A | 0.9884 | 0.00 | 0.00 | N/A |