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 | 24207.57 | 11.05 | 0.0055 | 275.95 | 12.77 | HIGH |
| OK | 2026-07-21 | 13 | 24250.00 | 24226.48 | 11.11 | 0.0118 | 407.45 | 2.51 | HIGH |
| OK | 2026-07-28 | 20 | 24250.00 | 24254.55 | 11.37 | 0.0181 | 516.35 | 12.17 | HIGH |
| OK | 2026-08-04 | 27 | 24300.00 | 24275.06 | 11.28 | 0.0244 | 595.95 | 27.05 | HIGH |
| OK | 2026-08-25 | 48 | 24350.00 | 24361.29 | 11.58 | 0.0432 | 816.95 | 18.27 | HIGH |
| OK | 2026-09-29 | 83 | 24550.00 | 24527.32 | 11.55 | 0.0741 | 1078.70 | 11.53 | HIGH |
| OK | 2026-12-29 | 174 | 25000.00 | 24946.83 | 11.37 | 0.1540 | 1563.85 | 0.00 | LOW |
| OK | 2027-03-30 | 265 | 25500.00 | 25354.04 | 11.12 | 0.2357 | 1924.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 356 | 0.00 | 0.00 | N/A | 0.9750 | 0.00 | 0.00 | N/A |