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 | 24043.12 | 12.19 | 0.0045 | 276.59 | 9.29 | HIGH |
| OK | 2026-07-21 | 12 | 24050.00 | 24057.45 | 12.49 | 0.0108 | 436.35 | 2.95 | HIGH |
| OK | 2026-07-28 | 19 | 24100.00 | 24081.79 | 12.41 | 0.0171 | 545.85 | 9.15 | HIGH |
| OK | 2026-08-04 | 26 | 24100.00 | 24096.43 | 12.36 | 0.0234 | 635.20 | 13.08 | HIGH |
| SPARSE | 2026-08-11 | 33 | 24100.00 | 24122.28 | 12.26 | 0.0296 | 709.98 | 2.14 | MEDIUM |
| OK | 2026-08-25 | 47 | 24200.00 | 24175.27 | 12.30 | 0.0422 | 852.40 | 5.64 | HIGH |
| OK | 2026-09-29 | 82 | 24350.00 | 24330.47 | 12.13 | 0.0731 | 1117.03 | 12.18 | HIGH |
| OK | 2026-12-29 | 173 | 25000.00 | 24734.80 | 11.64 | 0.1530 | 1603.50 | 0.00 | LOW |
| OK | 2027-03-30 | 264 | 25500.00 | 25135.05 | 11.20 | 0.2346 | 1944.30 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 355 | 0.00 | 0.00 | N/A | 0.9722 | 0.00 | 0.00 | N/A |