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 | 24440.47 | 10.33 | 0.0073 | 298.38 | 4.31 | HIGH |
| OK | 2026-07-21 | 15 | 24450.00 | 24461.65 | 10.49 | 0.0136 | 414.85 | 15.05 | HIGH |
| OK | 2026-07-28 | 22 | 24500.00 | 24482.07 | 10.65 | 0.0199 | 511.10 | 11.43 | HIGH |
| OK | 2026-08-04 | 29 | 24500.00 | 24507.65 | 10.83 | 0.0262 | 596.65 | 21.48 | MEDIUM |
| OK | 2026-08-25 | 50 | 24600.00 | 24582.68 | 11.13 | 0.0450 | 807.95 | 12.12 | HIGH |
| OK | 2026-09-29 | 85 | 24750.00 | 24744.24 | 11.34 | 0.0759 | 1080.50 | 18.10 | HIGH |
| OK | 2026-12-29 | 176 | 25000.00 | 25147.78 | 11.38 | 0.1558 | 1585.00 | 0.00 | LOW |
| OK | 2027-03-30 | 267 | 25500.00 | 25584.67 | 11.50 | 0.2375 | 2005.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 358 | 0.00 | 0.00 | N/A | 0.9802 | 0.00 | 0.00 | N/A |