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 | 24174.29 | 13.17 | 0.0076 | 378.76 | 10.56 | HIGH |
| OK | 2026-08-04 | 15 | 24200.00 | 24191.05 | 13.09 | 0.0139 | 513.99 | 11.02 | HIGH |
| OK | 2026-08-11 | 22 | 24200.00 | 24219.16 | 13.10 | 0.0202 | 622.65 | 27.09 | HIGH |
| OK | 2026-08-18 | 29 | 24250.00 | 24247.00 | 12.88 | 0.0264 | 703.17 | 4.02 | HIGH |
| OK | 2026-08-25 | 36 | 24300.00 | 24281.63 | 12.75 | 0.0327 | 777.00 | 4.36 | HIGH |
| OK | 2026-09-29 | 71 | 24450.00 | 24431.91 | 12.44 | 0.0636 | 1069.92 | 15.15 | HIGH |
| OK | 2026-12-29 | 162 | 25000.00 | 24831.30 | 11.89 | 0.1435 | 1580.10 | 0.00 | LOW |
| OK | 2027-03-30 | 253 | 25500.00 | 25227.13 | 11.67 | 0.2252 | 1977.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 344 | 0.00 | 0.00 | N/A | 0.9421 | 0.00 | 0.00 | N/A |