As of: 2026-07-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 8 | 24000.00 | 24021.14 | 13.09 | 0.0080 | 377.19 | 18.21 | HIGH |
| OK | 2026-07-28 | 15 | 24050.00 | 24037.56 | 12.59 | 0.0143 | 493.50 | 8.68 | HIGH |
| OK | 2026-08-04 | 22 | 24050.00 | 24048.00 | 12.47 | 0.0206 | 590.55 | 20.01 | HIGH |
| OK | 2026-08-11 | 29 | 24100.00 | 24081.77 | 12.40 | 0.0268 | 674.62 | 3.07 | HIGH |
| OK | 2026-08-25 | 43 | 24150.00 | 24141.60 | 12.39 | 0.0394 | 821.20 | 5.62 | HIGH |
| OK | 2026-09-29 | 78 | 24300.00 | 24285.59 | 12.25 | 0.0703 | 1099.00 | 11.56 | HIGH |
| OK | 2026-12-29 | 169 | 25000.00 | 24700.48 | 11.58 | 0.1502 | 1580.78 | 0.00 | LOW |
| OK | 2027-03-30 | 260 | 25500.00 | 25090.93 | 10.47 | 0.2318 | 1812.10 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 351 | 0.00 | 0.00 | N/A | 0.9617 | 0.00 | 0.00 | N/A |