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 | 23996.50 | 12.44 | 0.0053 | 305.53 | 12.01 | HIGH |
| OK | 2026-08-04 | 13 | 24000.00 | 24011.39 | 12.65 | 0.0116 | 457.40 | 2.89 | HIGH |
| OK | 2026-08-11 | 20 | 24050.00 | 24038.52 | 12.72 | 0.0178 | 571.10 | 24.32 | HIGH |
| OK | 2026-08-18 | 27 | 24050.00 | 24062.78 | 12.73 | 0.0241 | 664.30 | 55.22 | HIGH |
| OK | 2026-08-25 | 34 | 24100.00 | 24092.83 | 12.62 | 0.0304 | 740.25 | 4.12 | HIGH |
| OK | 2026-09-01 | 41 | 24150.00 | 24130.59 | 10.75 | 0.0367 | 694.08 | 0.00 | LOW |
| OK | 2026-09-29 | 69 | 24250.00 | 24238.12 | 12.35 | 0.0613 | 1038.03 | 21.81 | HIGH |
| OK | 2026-12-29 | 160 | 25000.00 | 24651.06 | 11.76 | 0.1412 | 1566.10 | 0.00 | LOW |
| OK | 2027-03-30 | 251 | 25500.00 | 25046.74 | 11.54 | 0.2228 | 1962.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 342 | 0.00 | 0.00 | N/A | 0.9364 | 0.00 | 0.00 | N/A |