As of: 2026-07-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 8 | 24150.00 | 24167.37 | 13.61 | 0.0080 | 394.46 | 19.21 | HIGH |
| OK | 2026-08-04 | 15 | 24200.00 | 24185.72 | 13.29 | 0.0143 | 524.13 | 16.33 | HIGH |
| OK | 2026-08-11 | 22 | 24200.00 | 24220.94 | 13.18 | 0.0206 | 628.80 | 38.96 | HIGH |
| OK | 2026-08-18 | 29 | 24250.00 | 24242.92 | 12.94 | 0.0268 | 708.35 | 4.03 | HIGH |
| OK | 2026-08-25 | 36 | 24300.00 | 24276.89 | 12.82 | 0.0331 | 782.95 | 5.15 | HIGH |
| OK | 2026-09-29 | 71 | 24450.00 | 24426.85 | 12.37 | 0.0640 | 1065.47 | 22.74 | HIGH |
| OK | 2026-12-29 | 162 | 25000.00 | 24820.47 | 11.89 | 0.1439 | 1580.55 | 0.00 | LOW |
| OK | 2027-03-30 | 253 | 25500.00 | 25235.70 | 11.50 | 0.2256 | 1948.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 344 | 0.00 | 0.00 | N/A | 0.9425 | 0.00 | 0.00 | N/A |