As of: 2026-07-20
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 8 | 24250.00 | 24258.61 | 12.57 | 0.0073 | 360.15 | 8.22 | HIGH |
| OK | 2026-08-04 | 15 | 24250.00 | 24269.30 | 12.57 | 0.0136 | 493.45 | 10.99 | HIGH |
| OK | 2026-08-11 | 22 | 24300.00 | 24296.82 | 12.53 | 0.0199 | 596.10 | 25.70 | HIGH |
| OK | 2026-08-18 | 29 | 24350.00 | 24326.93 | 12.36 | 0.0262 | 676.62 | 3.31 | HIGH |
| OK | 2026-08-25 | 36 | 24350.00 | 24357.00 | 12.33 | 0.0324 | 752.15 | 4.29 | HIGH |
| OK | 2026-09-29 | 71 | 24500.00 | 24507.45 | 12.08 | 0.0634 | 1041.00 | 15.36 | HIGH |
| OK | 2026-12-29 | 162 | 25000.00 | 24913.43 | 11.73 | 0.1433 | 1556.80 | 0.00 | LOW |
| OK | 2027-03-30 | 253 | 25500.00 | 25302.11 | 11.48 | 0.2249 | 1942.25 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 344 | 0.00 | 0.00 | N/A | 0.9418 | 0.00 | 0.00 | N/A |