As of: 2026-07-08
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 6 | 23900.00 | 23898.56 | 14.97 | 0.0053 | 366.09 | 14.37 | HIGH |
| OK | 2026-07-21 | 13 | 23900.00 | 23914.97 | 14.32 | 0.0116 | 515.50 | 2.94 | HIGH |
| OK | 2026-07-28 | 20 | 23950.00 | 23937.96 | 13.95 | 0.0178 | 623.85 | 6.98 | HIGH |
| OK | 2026-08-04 | 27 | 23950.00 | 23957.09 | 13.68 | 0.0241 | 711.12 | 35.76 | HIGH |
| OK | 2026-08-25 | 48 | 24050.00 | 24037.51 | 13.25 | 0.0430 | 921.27 | 22.62 | HIGH |
| OK | 2026-09-29 | 83 | 24200.00 | 24197.80 | 12.84 | 0.0739 | 1181.75 | 36.00 | HIGH |
| OK | 2026-12-29 | 174 | 25000.00 | 24618.18 | 11.96 | 0.1538 | 1662.20 | 0.00 | LOW |
| OK | 2027-03-30 | 265 | 25500.00 | 25019.09 | 11.42 | 0.2354 | 1997.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 356 | 0.00 | 0.00 | N/A | 0.9747 | 0.00 | 0.00 | N/A |