As of: 2026-07-07
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 7 | 24400.00 | 24387.62 | 9.86 | 0.0063 | 266.04 | 3.02 | HIGH |
| OK | 2026-07-21 | 14 | 24400.00 | 24410.77 | 10.26 | 0.0126 | 391.40 | 27.16 | HIGH |
| OK | 2026-07-28 | 21 | 24450.00 | 24432.56 | 10.50 | 0.0189 | 491.05 | 21.62 | HIGH |
| OK | 2026-08-04 | 28 | 24450.00 | 24456.81 | 10.69 | 0.0251 | 577.33 | 32.21 | HIGH |
| OK | 2026-08-25 | 49 | 24550.00 | 24537.28 | 11.06 | 0.0440 | 793.08 | 15.48 | HIGH |
| OK | 2026-09-29 | 84 | 24700.00 | 24696.96 | 11.21 | 0.0749 | 1059.42 | 12.41 | HIGH |
| OK | 2026-12-29 | 175 | 25000.00 | 25104.52 | 11.32 | 0.1548 | 1567.64 | 0.00 | LOW |
| OK | 2027-03-30 | 266 | 25500.00 | 25497.61 | 11.01 | 0.2364 | 1911.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 357 | 0.00 | 0.00 | N/A | 0.9774 | 0.00 | 0.00 | N/A |