As of: 2026-07-14
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 7 | 24150.00 | 24129.33 | 14.09 | 0.0070 | 382.81 | 12.95 | HIGH |
| OK | 2026-07-28 | 14 | 24150.00 | 24144.89 | 13.29 | 0.0132 | 505.60 | 7.53 | HIGH |
| OK | 2026-08-04 | 21 | 24150.00 | 24156.75 | 13.14 | 0.0195 | 611.00 | 5.25 | HIGH |
| OK | 2026-08-11 | 28 | 24200.00 | 24190.28 | 13.06 | 0.0258 | 701.10 | 3.46 | HIGH |
| OK | 2026-08-25 | 42 | 24250.00 | 24248.20 | 12.85 | 0.0384 | 845.70 | 6.33 | HIGH |
| OK | 2026-09-29 | 77 | 24400.00 | 24392.75 | 12.44 | 0.0693 | 1113.57 | 10.88 | HIGH |
| OK | 2026-12-29 | 168 | 25000.00 | 24800.91 | 11.69 | 0.1492 | 1584.05 | 0.00 | LOW |
| OK | 2027-03-30 | 259 | 25500.00 | 25208.13 | 11.26 | 0.2308 | 1931.90 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 350 | 0.00 | 0.00 | N/A | 0.9589 | 0.00 | 0.00 | N/A |