As of: 2026-07-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 8 | 24350.00 | 24370.70 | 10.82 | 0.0080 | 316.46 | 11.72 | HIGH |
| OK | 2026-07-21 | 15 | 24400.00 | 24390.16 | 10.84 | 0.0143 | 431.15 | 37.20 | HIGH |
| OK | 2026-07-28 | 22 | 24400.00 | 24414.00 | 11.09 | 0.0206 | 533.05 | 15.53 | HIGH |
| OK | 2026-08-04 | 29 | 24450.00 | 24438.72 | 11.11 | 0.0268 | 613.30 | 2.78 | MEDIUM |
| OK | 2026-08-25 | 50 | 24500.00 | 24514.36 | 11.41 | 0.0457 | 827.79 | 16.66 | HIGH |
| OK | 2026-09-29 | 85 | 24650.00 | 24671.44 | 11.61 | 0.0766 | 1103.28 | 10.18 | HIGH |
| OK | 2026-12-29 | 176 | 25000.00 | 25069.02 | 11.51 | 0.1565 | 1597.20 | 0.00 | LOW |
| OK | 2027-03-30 | 267 | 25500.00 | 25282.60 | 5.80 | 0.2381 | 1020.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 358 | 0.00 | 0.00 | N/A | 0.9808 | 0.00 | 0.00 | N/A |