As of: 2026-07-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 7 | 24250.00 | 24246.31 | 12.23 | 0.0070 | 333.40 | 10.62 | HIGH |
| OK | 2026-08-04 | 14 | 24250.00 | 24258.49 | 12.50 | 0.0132 | 477.85 | 27.68 | HIGH |
| OK | 2026-08-11 | 21 | 24300.00 | 24285.04 | 12.41 | 0.0195 | 580.10 | 42.05 | HIGH |
| OK | 2026-08-18 | 28 | 24300.00 | 24314.02 | 12.39 | 0.0258 | 668.33 | 22.04 | HIGH |
| OK | 2026-08-25 | 35 | 24350.00 | 24349.10 | 12.23 | 0.0321 | 738.40 | 4.81 | HIGH |
| OK | 2026-09-29 | 70 | 24500.00 | 24503.86 | 12.03 | 0.0630 | 1031.30 | 32.79 | HIGH |
| OK | 2026-12-29 | 161 | 25000.00 | 24898.33 | 11.69 | 0.1429 | 1548.12 | 0.00 | LOW |
| OK | 2027-03-30 | 252 | 25500.00 | 25288.36 | 11.55 | 0.2245 | 1951.15 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 343 | 0.00 | 0.00 | N/A | 0.9398 | 0.00 | 0.00 | N/A |