As of: 2026-07-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 6 | 24200.00 | 24213.47 | 11.91 | 0.0059 | 301.06 | 42.46 | HIGH |
| OK | 2026-07-21 | 13 | 24250.00 | 24233.52 | 11.50 | 0.0122 | 423.75 | 3.16 | HIGH |
| OK | 2026-07-28 | 20 | 24250.00 | 24255.70 | 11.62 | 0.0185 | 529.30 | 14.78 | HIGH |
| OK | 2026-08-04 | 27 | 24300.00 | 24282.57 | 11.54 | 0.0248 | 610.95 | 14.56 | HIGH |
| OK | 2026-08-25 | 48 | 24350.00 | 24361.60 | 11.75 | 0.0436 | 830.05 | 7.15 | HIGH |
| OK | 2026-09-29 | 83 | 24550.00 | 24528.62 | 11.71 | 0.0745 | 1094.38 | 13.04 | HIGH |
| OK | 2026-12-29 | 174 | 25000.00 | 24942.85 | 11.51 | 0.1544 | 1583.55 | 0.00 | LOW |
| OK | 2027-03-30 | 265 | 25500.00 | 24763.57 | 10.64 | 0.2361 | 1911.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 356 | 0.00 | 0.00 | N/A | 0.9754 | 0.00 | 0.00 | N/A |