As of: 2026-07-22
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 6 | 24000.00 | 23990.27 | 12.66 | 0.0055 | 313.43 | 9.13 | HIGH |
| OK | 2026-08-04 | 13 | 24000.00 | 24007.40 | 12.72 | 0.0118 | 461.45 | 2.46 | HIGH |
| OK | 2026-08-11 | 20 | 24050.00 | 24036.90 | 12.62 | 0.0181 | 567.98 | 27.17 | HIGH |
| OK | 2026-08-18 | 27 | 24050.00 | 24061.99 | 12.57 | 0.0244 | 657.20 | 49.11 | HIGH |
| OK | 2026-08-25 | 34 | 24100.00 | 24092.38 | 12.46 | 0.0307 | 731.80 | 4.30 | HIGH |
| OK | 2026-09-01 | 41 | 24150.00 | 24125.30 | 11.45 | 0.0369 | 740.23 | 0.00 | LOW |
| OK | 2026-09-29 | 69 | 24250.00 | 24239.50 | 12.28 | 0.0616 | 1033.35 | 16.22 | HIGH |
| OK | 2026-12-29 | 160 | 25000.00 | 24656.28 | 11.73 | 0.1415 | 1562.25 | 0.00 | LOW |
| OK | 2027-03-30 | 251 | 25500.00 | 25043.74 | 11.45 | 0.2231 | 1948.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 342 | 0.00 | 0.00 | N/A | 0.9366 | 0.00 | 0.00 | N/A |