As of: 2026-07-13
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 8 | 24200.00 | 24217.72 | 13.25 | 0.0073 | 379.09 | 5.85 | HIGH |
| OK | 2026-07-28 | 15 | 24250.00 | 24236.80 | 12.52 | 0.0136 | 491.10 | 8.26 | HIGH |
| OK | 2026-08-04 | 22 | 24250.00 | 24245.92 | 12.57 | 0.0199 | 597.10 | 15.36 | HIGH |
| OK | 2026-08-11 | 29 | 24300.00 | 24276.19 | 12.50 | 0.0262 | 682.88 | 3.20 | HIGH |
| OK | 2026-08-25 | 43 | 24350.00 | 24337.01 | 12.32 | 0.0387 | 821.03 | 5.55 | HIGH |
| OK | 2026-09-29 | 78 | 24500.00 | 24478.37 | 12.00 | 0.0696 | 1083.80 | 10.53 | HIGH |
| OK | 2026-12-29 | 169 | 25000.00 | 24888.78 | 11.54 | 0.1495 | 1564.00 | 0.00 | LOW |
| OK | 2027-03-30 | 260 | 25500.00 | 25297.61 | 11.16 | 0.2312 | 1913.55 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 351 | 0.00 | 0.00 | N/A | 0.9610 | 0.00 | 0.00 | N/A |