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 | 24464.40 | 10.21 | 0.0066 | 277.97 | 2.45 | HIGH |
| OK | 2026-07-21 | 14 | 24500.00 | 24484.09 | 10.38 | 0.0128 | 398.70 | 19.29 | HIGH |
| OK | 2026-07-28 | 21 | 24500.00 | 24508.93 | 10.57 | 0.0191 | 496.85 | 18.60 | HIGH |
| OK | 2026-08-04 | 28 | 24550.00 | 24533.03 | 10.75 | 0.0254 | 583.88 | 29.23 | HIGH |
| OK | 2026-08-25 | 49 | 24600.00 | 24608.60 | 11.08 | 0.0442 | 797.17 | 15.88 | HIGH |
| OK | 2026-09-29 | 84 | 24750.00 | 24770.47 | 11.28 | 0.0752 | 1068.92 | 8.61 | HIGH |
| OK | 2026-12-29 | 175 | 25000.00 | 25167.48 | 11.32 | 0.1551 | 1574.00 | 0.00 | LOW |
| OK | 2027-03-30 | 266 | 25500.00 | 25570.98 | 11.04 | 0.2367 | 1920.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 357 | 0.00 | 0.00 | N/A | 0.9777 | 0.00 | 0.00 | N/A |