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 | 24191.97 | 9.81 | 0.0032 | 198.52 | 9.07 | HIGH |
| OK | 2026-07-21 | 11 | 24200.00 | 24210.98 | 11.01 | 0.0095 | 369.33 | 3.07 | HIGH |
| OK | 2026-07-28 | 18 | 24250.00 | 24231.66 | 11.15 | 0.0158 | 478.90 | 11.31 | HIGH |
| OK | 2026-08-04 | 25 | 24250.00 | 24241.61 | 11.31 | 0.0221 | 572.55 | 6.56 | HIGH |
| OK | 2026-08-11 | 32 | 24250.00 | 24269.81 | 11.36 | 0.0283 | 651.08 | 3.90 | HIGH |
| OK | 2026-08-25 | 46 | 24350.00 | 24328.01 | 11.40 | 0.0409 | 785.88 | 6.44 | HIGH |
| OK | 2026-09-29 | 81 | 24450.00 | 24473.85 | 11.61 | 0.0718 | 1067.35 | 10.09 | HIGH |
| OK | 2026-12-29 | 172 | 25000.00 | 24876.19 | 11.32 | 0.1517 | 1547.95 | 0.00 | LOW |
| OK | 2027-03-30 | 263 | 25500.00 | 25289.40 | 10.90 | 0.2333 | 1881.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 354 | 0.00 | 0.00 | N/A | 0.9692 | 0.00 | 0.00 | N/A |