As of: 2026-07-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 5 | 24150.00 | 24142.67 | 11.67 | 0.0049 | 269.73 | 24.61 | HIGH |
| OK | 2026-07-28 | 12 | 24150.00 | 24151.67 | 12.16 | 0.0112 | 429.27 | 3.65 | HIGH |
| OK | 2026-08-04 | 19 | 24150.00 | 24160.30 | 12.32 | 0.0175 | 545.05 | 30.31 | HIGH |
| OK | 2026-08-11 | 26 | 24200.00 | 24191.67 | 12.28 | 0.0238 | 635.58 | 19.56 | HIGH |
| OK | 2026-08-18 | 33 | 24200.00 | 24216.92 | 12.32 | 0.0300 | 718.28 | 3.18 | HIGH |
| OK | 2026-08-25 | 40 | 24250.00 | 24249.44 | 12.22 | 0.0363 | 785.08 | 4.58 | HIGH |
| OK | 2026-09-29 | 75 | 24400.00 | 24400.51 | 12.06 | 0.0672 | 1065.38 | 18.30 | HIGH |
| OK | 2026-12-29 | 166 | 25000.00 | 24792.12 | 11.57 | 0.1471 | 1559.15 | 0.00 | LOW |
| OK | 2027-03-30 | 257 | 25500.00 | 25201.88 | 11.13 | 0.2288 | 1904.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 348 | 0.00 | 0.00 | N/A | 0.9535 | 0.00 | 0.00 | N/A |