As of: 2026-07-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 7 | 24450.00 | 24455.33 | 10.42 | 0.0070 | 286.48 | 2.11 | HIGH |
| OK | 2026-07-21 | 14 | 24450.00 | 24472.93 | 10.61 | 0.0132 | 409.25 | 37.55 | HIGH |
| OK | 2026-07-28 | 21 | 24500.00 | 24493.89 | 10.66 | 0.0195 | 502.60 | 21.24 | HIGH |
| OK | 2026-08-04 | 28 | 24500.00 | 24521.02 | 10.88 | 0.0258 | 592.15 | 45.43 | HIGH |
| OK | 2026-08-25 | 49 | 24600.00 | 24595.53 | 11.15 | 0.0446 | 803.83 | 19.23 | HIGH |
| OK | 2026-09-29 | 84 | 24750.00 | 24755.44 | 11.33 | 0.0756 | 1074.67 | 18.60 | HIGH |
| OK | 2026-12-29 | 175 | 25000.00 | 25155.36 | 11.35 | 0.1555 | 1577.70 | 0.00 | LOW |
| OK | 2027-03-30 | 266 | 25500.00 | 25554.72 | 11.52 | 0.2371 | 2003.50 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 357 | 0.00 | 0.00 | N/A | 0.9781 | 0.00 | 0.00 | N/A |