As of: 2026-07-14
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 7 | 24050.00 | 24046.13 | 13.08 | 0.0066 | 350.11 | 5.11 | HIGH |
| OK | 2026-07-28 | 14 | 24050.00 | 24059.41 | 13.15 | 0.0128 | 496.00 | 9.05 | HIGH |
| OK | 2026-08-04 | 21 | 24050.00 | 24070.22 | 13.05 | 0.0191 | 602.60 | 29.59 | HIGH |
| OK | 2026-08-11 | 28 | 24100.00 | 24105.21 | 12.95 | 0.0254 | 690.77 | 2.36 | HIGH |
| OK | 2026-08-25 | 42 | 24150.00 | 24162.48 | 12.87 | 0.0380 | 842.38 | 5.59 | HIGH |
| OK | 2026-09-29 | 77 | 24300.00 | 24307.29 | 12.51 | 0.0689 | 1114.07 | 11.69 | HIGH |
| OK | 2026-12-29 | 168 | 25000.00 | 24714.99 | 11.71 | 0.1488 | 1591.55 | 0.00 | LOW |
| OK | 2027-03-30 | 259 | 25500.00 | 25108.71 | 11.52 | 0.2304 | 1982.90 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 350 | 0.00 | 0.00 | N/A | 0.9585 | 0.00 | 0.00 | N/A |