As of: 2026-07-21
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 7 | 24200.00 | 24178.77 | 11.82 | 0.0063 | 316.50 | 7.70 | HIGH |
| OK | 2026-08-04 | 14 | 24200.00 | 24190.51 | 12.12 | 0.0126 | 458.40 | 9.55 | HIGH |
| OK | 2026-08-11 | 21 | 24200.00 | 24216.63 | 12.19 | 0.0189 | 565.00 | 43.30 | HIGH |
| OK | 2026-08-18 | 28 | 24250.00 | 24243.76 | 12.09 | 0.0251 | 647.45 | 7.87 | HIGH |
| OK | 2026-08-25 | 35 | 24300.00 | 24275.39 | 11.96 | 0.0314 | 717.90 | 3.60 | HIGH |
| OK | 2026-09-29 | 70 | 24400.00 | 24418.78 | 12.04 | 0.0623 | 1026.53 | 10.81 | HIGH |
| OK | 2026-12-29 | 161 | 25000.00 | 24817.64 | 11.61 | 0.1422 | 1538.85 | 0.00 | LOW |
| OK | 2027-03-30 | 252 | 25500.00 | 25227.06 | 11.45 | 0.2239 | 1936.65 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 343 | 0.00 | 0.00 | N/A | 0.9391 | 0.00 | 0.00 | N/A |