As of: 2026-07-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 5 | 24050.00 | 24025.63 | 13.14 | 0.0049 | 302.75 | 45.00 | HIGH |
| OK | 2026-07-21 | 12 | 24050.00 | 24039.98 | 13.06 | 0.0112 | 458.75 | 3.59 | HIGH |
| OK | 2026-07-28 | 19 | 24050.00 | 24065.08 | 12.93 | 0.0175 | 569.85 | 8.54 | HIGH |
| OK | 2026-08-04 | 26 | 24100.00 | 24080.73 | 12.68 | 0.0238 | 653.35 | 26.01 | HIGH |
| SPARSE | 2026-08-11 | 33 | 24100.00 | 24103.08 | 12.55 | 0.0300 | 727.90 | 3.10 | MEDIUM |
| OK | 2026-08-25 | 47 | 24150.00 | 24160.76 | 12.52 | 0.0426 | 867.92 | 20.22 | HIGH |
| OK | 2026-09-29 | 82 | 24300.00 | 24311.94 | 12.38 | 0.0735 | 1139.02 | 21.99 | HIGH |
| OK | 2026-12-29 | 173 | 25000.00 | 24723.35 | 11.73 | 0.1534 | 1617.40 | 0.00 | LOW |
| OK | 2027-03-30 | 264 | 25500.00 | 25120.27 | 11.61 | 0.2350 | 2016.85 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 355 | 0.00 | 0.00 | N/A | 0.9726 | 0.00 | 0.00 | N/A |