As of: 2026-07-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 8 | 24250.00 | 24229.39 | 13.46 | 0.0076 | 388.15 | 11.92 | HIGH |
| OK | 2026-07-28 | 15 | 24250.00 | 24248.72 | 12.72 | 0.0139 | 500.60 | 5.83 | HIGH |
| OK | 2026-08-04 | 22 | 24250.00 | 24255.04 | 12.64 | 0.0202 | 601.65 | 17.42 | HIGH |
| OK | 2026-08-11 | 29 | 24300.00 | 24284.53 | 12.45 | 0.0264 | 681.53 | 3.20 | HIGH |
| OK | 2026-08-25 | 43 | 24350.00 | 24349.19 | 12.45 | 0.0390 | 831.10 | 5.75 | HIGH |
| OK | 2026-09-29 | 78 | 24500.00 | 24491.64 | 12.20 | 0.0699 | 1102.50 | 10.88 | HIGH |
| OK | 2026-12-29 | 169 | 25000.00 | 24893.49 | 11.55 | 0.1498 | 1566.75 | 0.00 | LOW |
| OK | 2027-03-30 | 260 | 25500.00 | 25308.46 | 11.22 | 0.2314 | 1925.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 351 | 0.00 | 0.00 | N/A | 0.9613 | 0.00 | 0.00 | N/A |