As of: 2026-07-09
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 5 | 23950.00 | 23954.38 | 12.16 | 0.0042 | 272.10 | 19.37 | HIGH |
| OK | 2026-07-21 | 12 | 23950.00 | 23971.68 | 12.68 | 0.0105 | 439.70 | 3.08 | HIGH |
| OK | 2026-07-28 | 19 | 24000.00 | 23995.06 | 12.58 | 0.0168 | 549.40 | 5.69 | HIGH |
| OK | 2026-08-04 | 26 | 24000.00 | 24009.64 | 12.54 | 0.0231 | 640.85 | 8.90 | HIGH |
| SPARSE | 2026-08-11 | 33 | 24050.00 | 24034.12 | 11.84 | 0.0294 | 683.12 | 1.27 | MEDIUM |
| OK | 2026-08-25 | 47 | 24100.00 | 24091.48 | 12.47 | 0.0419 | 859.85 | 5.66 | HIGH |
| OK | 2026-09-29 | 82 | 24250.00 | 24242.17 | 12.29 | 0.0728 | 1126.42 | 12.68 | HIGH |
| OK | 2026-12-29 | 173 | 25000.00 | 24662.79 | 11.64 | 0.1527 | 1610.05 | 0.00 | LOW |
| OK | 2027-03-30 | 264 | 25500.00 | 25072.99 | 10.84 | 0.2344 | 1890.40 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 355 | 0.00 | 0.00 | N/A | 0.9720 | 0.00 | 0.00 | N/A |