As of: 2026-07-10
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-14 | 4 | 24200.00 | 24177.66 | 11.17 | 0.0039 | 233.22 | 20.23 | HIGH |
| OK | 2026-07-21 | 11 | 24200.00 | 24189.01 | 11.69 | 0.0102 | 396.11 | 3.52 | HIGH |
| OK | 2026-07-28 | 18 | 24200.00 | 24211.51 | 11.67 | 0.0164 | 503.90 | 8.71 | HIGH |
| OK | 2026-08-04 | 25 | 24250.00 | 24225.58 | 11.62 | 0.0227 | 590.90 | 12.67 | HIGH |
| OK | 2026-08-11 | 32 | 24250.00 | 24250.36 | 11.48 | 0.0290 | 660.15 | 4.38 | MEDIUM |
| OK | 2026-08-25 | 46 | 24300.00 | 24304.82 | 11.70 | 0.0416 | 807.10 | 5.23 | HIGH |
| OK | 2026-09-29 | 81 | 24450.00 | 24452.55 | 11.66 | 0.0725 | 1072.78 | 11.65 | HIGH |
| OK | 2026-12-29 | 172 | 25000.00 | 24852.51 | 11.37 | 0.1524 | 1557.60 | 0.00 | LOW |
| OK | 2027-03-30 | 263 | 25500.00 | 25277.61 | 11.35 | 0.2340 | 1960.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 354 | 0.00 | 0.00 | N/A | 0.9699 | 0.00 | 0.00 | N/A |