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 | 24188.40 | 10.32 | 0.0035 | 211.30 | 10.18 | HIGH |
| OK | 2026-07-21 | 11 | 24200.00 | 24205.45 | 11.26 | 0.0098 | 379.20 | 3.32 | HIGH |
| OK | 2026-07-28 | 18 | 24200.00 | 24223.61 | 11.40 | 0.0160 | 490.70 | 10.83 | HIGH |
| OK | 2026-08-04 | 25 | 24250.00 | 24235.45 | 11.34 | 0.0223 | 575.17 | 6.75 | HIGH |
| OK | 2026-08-11 | 32 | 24250.00 | 24262.83 | 11.35 | 0.0286 | 651.30 | 5.08 | MEDIUM |
| OK | 2026-08-25 | 46 | 24300.00 | 24319.97 | 11.55 | 0.0412 | 796.30 | 5.72 | HIGH |
| OK | 2026-09-29 | 81 | 24450.00 | 24464.88 | 11.61 | 0.0721 | 1067.23 | 10.88 | HIGH |
| OK | 2026-12-29 | 172 | 25000.00 | 24868.45 | 11.31 | 0.1520 | 1547.50 | 0.00 | LOW |
| OK | 2027-03-30 | 263 | 25500.00 | 25287.19 | 10.97 | 0.2336 | 1893.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 354 | 0.00 | 0.00 | N/A | 0.9695 | 0.00 | 0.00 | N/A |