As of: 2026-07-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 4 | 24200.00 | 24191.77 | 12.44 | 0.0039 | 259.05 | 40.17 | HIGH |
| OK | 2026-07-28 | 11 | 24200.00 | 24198.49 | 12.67 | 0.0102 | 429.20 | 3.56 | HIGH |
| OK | 2026-08-04 | 18 | 24200.00 | 24207.27 | 12.72 | 0.0164 | 549.05 | 29.98 | HIGH |
| OK | 2026-08-11 | 25 | 24250.00 | 24233.48 | 12.53 | 0.0227 | 637.27 | 33.80 | HIGH |
| OK | 2026-08-18 | 32 | 24250.00 | 24260.43 | 12.48 | 0.0290 | 717.77 | 4.05 | HIGH |
| OK | 2026-08-25 | 39 | 24300.00 | 24294.21 | 12.32 | 0.0353 | 783.00 | 4.12 | HIGH |
| OK | 2026-09-29 | 74 | 24450.00 | 24441.68 | 11.99 | 0.0662 | 1054.68 | 30.61 | HIGH |
| OK | 2026-12-29 | 165 | 25000.00 | 24835.39 | 11.66 | 0.1461 | 1563.75 | 0.00 | LOW |
| OK | 2027-03-30 | 256 | 25500.00 | 25232.01 | 11.46 | 0.2277 | 1954.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 347 | 0.00 | 0.00 | N/A | 0.9507 | 0.00 | 0.00 | N/A |