As of: 2026-07-17
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-21 | 4 | 24300.00 | 24285.67 | 12.03 | 0.0032 | 244.42 | 21.44 | HIGH |
| OK | 2026-07-28 | 11 | 24300.00 | 24297.32 | 12.77 | 0.0095 | 429.76 | 2.82 | HIGH |
| OK | 2026-08-04 | 18 | 24300.00 | 24308.54 | 12.78 | 0.0158 | 550.15 | 22.41 | HIGH |
| OK | 2026-08-11 | 25 | 24350.00 | 24335.07 | 12.62 | 0.0221 | 641.52 | 46.09 | HIGH |
| OK | 2026-08-18 | 32 | 24350.00 | 24364.43 | 12.45 | 0.0283 | 716.15 | 2.40 | HIGH |
| OK | 2026-08-25 | 39 | 24400.00 | 24398.98 | 12.39 | 0.0346 | 788.05 | 5.04 | HIGH |
| OK | 2026-09-29 | 74 | 24550.00 | 24542.02 | 12.11 | 0.0655 | 1067.22 | 16.29 | HIGH |
| OK | 2026-12-29 | 165 | 25000.00 | 24949.63 | 11.84 | 0.1454 | 1586.40 | 0.00 | LOW |
| OK | 2027-03-30 | 256 | 25500.00 | 25343.03 | 11.42 | 0.2271 | 1942.10 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 347 | 0.00 | 0.00 | N/A | 0.9501 | 0.00 | 0.00 | N/A |