As of: 2026-07-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 6 | 24050.00 | 24051.51 | 12.60 | 0.0059 | 316.38 | 89.20 | HIGH |
| OK | 2026-08-04 | 13 | 24050.00 | 24064.71 | 12.67 | 0.0122 | 463.50 | 4.82 | HIGH |
| OK | 2026-08-11 | 20 | 24100.00 | 24094.11 | 12.61 | 0.0185 | 570.85 | 49.68 | HIGH |
| OK | 2026-08-18 | 27 | 24150.00 | 24138.46 | 12.54 | 0.0248 | 659.88 | 42.65 | HIGH |
| OK | 2026-08-25 | 34 | 24150.00 | 24146.91 | 12.35 | 0.0311 | 728.50 | 3.47 | HIGH |
| REJECTED: iv_convergence | 2026-09-01 | 41 | 0.00 | 0.00 | N/A | 0.1129 | 0.00 | 0.00 | N/A |
| OK | 2026-09-29 | 69 | 24300.00 | 24293.72 | 12.20 | 0.0620 | 1029.95 | 18.29 | HIGH |
| OK | 2026-12-29 | 160 | 25000.00 | 24706.57 | 11.74 | 0.1419 | 1559.90 | 0.00 | LOW |
| OK | 2027-03-30 | 251 | 25500.00 | 25096.81 | 11.50 | 0.2235 | 1951.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 342 | 0.00 | 0.00 | N/A | 0.9370 | 0.00 | 0.00 | N/A |