As of: 2026-07-16
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 5 | 24100.00 | 24122.08 | 11.30 | 0.0045 | 257.64 | 21.71 | HIGH |
| OK | 2026-07-28 | 12 | 24150.00 | 24131.76 | 11.86 | 0.0108 | 416.11 | 3.97 | HIGH |
| OK | 2026-08-04 | 19 | 24150.00 | 24144.81 | 12.10 | 0.0171 | 533.00 | 28.42 | HIGH |
| OK | 2026-08-11 | 26 | 24150.00 | 24173.16 | 12.22 | 0.0234 | 630.15 | 33.75 | HIGH |
| OK | 2026-08-18 | 33 | 24200.00 | 24202.85 | 12.20 | 0.0296 | 709.02 | 3.56 | HIGH |
| OK | 2026-08-25 | 40 | 24250.00 | 24233.74 | 12.22 | 0.0359 | 783.18 | 4.57 | HIGH |
| OK | 2026-09-29 | 75 | 24400.00 | 24384.92 | 12.10 | 0.0668 | 1067.38 | 17.38 | HIGH |
| OK | 2026-12-29 | 166 | 25000.00 | 24790.31 | 11.57 | 0.1467 | 1557.80 | 0.00 | LOW |
| OK | 2027-03-30 | 257 | 25500.00 | 25197.82 | 11.22 | 0.2284 | 1917.80 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 348 | 0.00 | 0.00 | N/A | 0.9531 | 0.00 | 0.00 | N/A |