As of: 2026-07-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 6 | 24200.00 | 24186.03 | 12.86 | 0.0059 | 324.89 | 30.23 | HIGH |
| OK | 2026-07-28 | 13 | 24200.00 | 24198.21 | 12.59 | 0.0122 | 462.95 | 3.99 | HIGH |
| OK | 2026-08-04 | 20 | 24200.00 | 24209.17 | 12.52 | 0.0185 | 569.35 | 22.35 | HIGH |
| OK | 2026-08-11 | 27 | 24250.00 | 24238.43 | 12.46 | 0.0248 | 658.38 | 50.12 | HIGH |
| OK | 2026-08-25 | 41 | 24300.00 | 24296.20 | 12.50 | 0.0373 | 814.15 | 5.55 | HIGH |
| OK | 2026-09-29 | 76 | 24450.00 | 24443.63 | 12.14 | 0.0682 | 1082.03 | 17.71 | HIGH |
| OK | 2026-12-29 | 167 | 25000.00 | 24837.86 | 11.62 | 0.1481 | 1567.70 | 0.00 | LOW |
| OK | 2027-03-30 | 258 | 25500.00 | 25255.26 | 11.39 | 0.2298 | 1948.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 349 | 0.00 | 0.00 | N/A | 0.9562 | 0.00 | 0.00 | N/A |