As of: 2026-07-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 8 | 24450.00 | 24452.71 | 10.86 | 0.0076 | 315.53 | 2.87 | HIGH |
| OK | 2026-07-21 | 15 | 24450.00 | 24473.65 | 10.91 | 0.0139 | 433.57 | 17.59 | HIGH |
| OK | 2026-07-28 | 22 | 24500.00 | 24497.60 | 10.96 | 0.0202 | 526.95 | 6.21 | HIGH |
| OK | 2026-08-04 | 29 | 24500.00 | 24521.33 | 11.06 | 0.0264 | 610.60 | 29.11 | MEDIUM |
| OK | 2026-08-25 | 50 | 24600.00 | 24598.90 | 11.21 | 0.0453 | 815.17 | 10.97 | HIGH |
| OK | 2026-09-29 | 85 | 24750.00 | 24753.45 | 11.41 | 0.0762 | 1087.40 | 20.99 | HIGH |
| OK | 2026-12-29 | 176 | 25000.00 | 25158.87 | 11.40 | 0.1561 | 1589.00 | 0.00 | LOW |
| OK | 2027-03-30 | 267 | 25500.00 | 25595.25 | 11.50 | 0.2377 | 2005.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 358 | 0.00 | 0.00 | N/A | 0.9804 | 0.00 | 0.00 | N/A |