As of: 2026-07-15
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 6 | 24050.00 | 24062.24 | 12.47 | 0.0053 | 307.01 | 14.24 | HIGH |
| OK | 2026-07-28 | 13 | 24050.00 | 24073.47 | 12.58 | 0.0116 | 456.21 | 3.09 | HIGH |
| OK | 2026-08-04 | 20 | 24100.00 | 24085.59 | 12.60 | 0.0178 | 567.20 | 27.79 | HIGH |
| OK | 2026-08-11 | 27 | 24100.00 | 24116.23 | 12.66 | 0.0241 | 662.23 | 24.20 | HIGH |
| OK | 2026-08-25 | 41 | 24150.00 | 24173.85 | 12.66 | 0.0367 | 817.75 | 4.77 | HIGH |
| OK | 2026-09-29 | 76 | 24300.00 | 24324.64 | 12.39 | 0.0676 | 1096.15 | 16.03 | HIGH |
| OK | 2026-12-29 | 167 | 25000.00 | 24723.93 | 11.71 | 0.1475 | 1585.58 | 0.00 | LOW |
| OK | 2027-03-30 | 258 | 25500.00 | 25107.69 | 11.41 | 0.2291 | 1960.15 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 349 | 0.00 | 0.00 | N/A | 0.9555 | 0.00 | 0.00 | N/A |