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 | 24087.04 | 11.37 | 0.0042 | 256.03 | 17.11 | HIGH |
| OK | 2026-07-28 | 12 | 24100.00 | 24096.47 | 12.03 | 0.0105 | 419.35 | 3.61 | HIGH |
| OK | 2026-08-04 | 19 | 24100.00 | 24110.74 | 12.17 | 0.0168 | 533.95 | 24.74 | HIGH |
| OK | 2026-08-11 | 26 | 24150.00 | 24140.40 | 12.22 | 0.0231 | 628.25 | 24.91 | HIGH |
| OK | 2026-08-18 | 33 | 24150.00 | 24164.11 | 12.25 | 0.0294 | 709.93 | 17.19 | HIGH |
| OK | 2026-08-25 | 40 | 24200.00 | 24198.02 | 12.30 | 0.0356 | 785.80 | 4.20 | HIGH |
| OK | 2026-09-29 | 75 | 24350.00 | 24347.98 | 12.06 | 0.0666 | 1061.68 | 13.65 | HIGH |
| OK | 2026-12-29 | 166 | 25000.00 | 24747.53 | 11.57 | 0.1465 | 1560.71 | 0.00 | LOW |
| OK | 2027-03-30 | 257 | 25500.00 | 25143.75 | 11.37 | 0.2281 | 1947.40 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 348 | 0.00 | 0.00 | N/A | 0.9528 | 0.00 | 0.00 | N/A |