As of: 2026-07-14
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 7 | 24000.00 | 24001.60 | 13.17 | 0.0063 | 349.19 | 2.50 | HIGH |
| OK | 2026-07-28 | 14 | 24000.00 | 24019.53 | 13.19 | 0.0126 | 495.00 | 8.87 | HIGH |
| OK | 2026-08-04 | 21 | 24050.00 | 24029.15 | 13.14 | 0.0189 | 604.47 | 31.08 | HIGH |
| OK | 2026-08-11 | 28 | 24050.00 | 24061.01 | 12.95 | 0.0251 | 688.45 | 3.36 | HIGH |
| OK | 2026-08-25 | 42 | 24100.00 | 24120.19 | 12.98 | 0.0377 | 847.00 | 6.03 | HIGH |
| OK | 2026-09-29 | 77 | 24250.00 | 24265.10 | 12.57 | 0.0686 | 1117.05 | 12.27 | HIGH |
| OK | 2026-12-29 | 168 | 25000.00 | 24671.22 | 11.74 | 0.1485 | 1598.70 | 0.00 | LOW |
| OK | 2027-03-30 | 259 | 25500.00 | 25064.26 | 11.50 | 0.2301 | 1983.85 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 350 | 0.00 | 0.00 | N/A | 0.9583 | 0.00 | 0.00 | N/A |