As of: 2026-07-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 7 | 24150.00 | 24147.36 | 12.31 | 0.0066 | 330.67 | 11.43 | HIGH |
| OK | 2026-08-04 | 14 | 24150.00 | 24162.03 | 12.36 | 0.0128 | 468.15 | 11.50 | HIGH |
| OK | 2026-08-11 | 21 | 24200.00 | 24187.43 | 12.32 | 0.0191 | 571.80 | 47.10 | HIGH |
| OK | 2026-08-18 | 28 | 24200.00 | 24216.75 | 12.33 | 0.0254 | 660.65 | 38.50 | HIGH |
| OK | 2026-08-25 | 35 | 24250.00 | 24245.87 | 12.17 | 0.0317 | 730.10 | 3.90 | HIGH |
| OK | 2026-09-29 | 70 | 24400.00 | 24401.92 | 12.10 | 0.0626 | 1031.70 | 14.54 | HIGH |
| OK | 2026-12-29 | 161 | 25000.00 | 24803.27 | 11.70 | 0.1425 | 1551.10 | 0.00 | LOW |
| OK | 2027-03-30 | 252 | 25500.00 | 25204.01 | 11.37 | 0.2241 | 1925.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 343 | 0.00 | 0.00 | N/A | 0.9394 | 0.00 | 0.00 | N/A |