As of: 2026-07-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 4 | 24250.00 | 24240.98 | 12.59 | 0.0035 | 258.23 | 13.67 | HIGH |
| OK | 2026-07-28 | 11 | 24250.00 | 24251.77 | 13.04 | 0.0098 | 439.80 | 3.58 | HIGH |
| OK | 2026-08-04 | 18 | 24250.00 | 24261.06 | 13.01 | 0.0160 | 560.50 | 32.96 | HIGH |
| OK | 2026-08-11 | 25 | 24300.00 | 24288.81 | 12.83 | 0.0223 | 651.83 | 33.24 | HIGH |
| OK | 2026-08-18 | 32 | 24300.00 | 24314.57 | 12.71 | 0.0286 | 730.67 | 2.65 | HIGH |
| OK | 2026-08-25 | 39 | 24350.00 | 24349.37 | 12.52 | 0.0349 | 795.80 | 4.05 | HIGH |
| OK | 2026-09-29 | 74 | 24500.00 | 24493.85 | 12.15 | 0.0658 | 1069.32 | 30.60 | HIGH |
| OK | 2026-12-29 | 165 | 25000.00 | 24886.62 | 11.81 | 0.1457 | 1582.00 | 0.00 | LOW |
| OK | 2027-03-30 | 256 | 25500.00 | 25290.91 | 11.43 | 0.2273 | 1945.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 347 | 0.00 | 0.00 | N/A | 0.9503 | 0.00 | 0.00 | N/A |