As of: 2026-07-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 6 | 24000.00 | 24011.61 | 13.80 | 0.0055 | 341.86 | 28.97 | HIGH |
| OK | 2026-07-28 | 13 | 24050.00 | 24028.73 | 13.32 | 0.0118 | 484.25 | 7.03 | HIGH |
| OK | 2026-08-04 | 20 | 24050.00 | 24049.95 | 13.17 | 0.0181 | 592.85 | 39.66 | HIGH |
| OK | 2026-08-11 | 27 | 24100.00 | 24084.15 | 12.73 | 0.0244 | 666.65 | 39.69 | HIGH |
| OK | 2026-08-25 | 41 | 24150.00 | 24135.33 | 12.84 | 0.0369 | 829.72 | 6.96 | HIGH |
| OK | 2026-09-29 | 76 | 24300.00 | 24283.79 | 12.60 | 0.0678 | 1115.10 | 18.22 | HIGH |
| OK | 2026-12-29 | 167 | 25000.00 | 24690.46 | 11.77 | 0.1477 | 1597.45 | 0.00 | LOW |
| OK | 2027-03-30 | 258 | 25500.00 | 25074.74 | 11.12 | 0.2294 | 1916.10 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 349 | 0.00 | 0.00 | N/A | 0.9558 | 0.00 | 0.00 | N/A |