As of: 2026-07-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 5 | 23900.00 | 23923.75 | 12.12 | 0.0049 | 277.77 | 30.02 | HIGH |
| OK | 2026-08-04 | 12 | 23950.00 | 23936.64 | 12.68 | 0.0112 | 443.90 | 3.19 | HIGH |
| OK | 2026-08-11 | 19 | 23950.00 | 23964.35 | 12.92 | 0.0175 | 567.25 | 31.28 | HIGH |
| OK | 2026-08-18 | 26 | 24000.00 | 23989.28 | 12.91 | 0.0238 | 662.45 | 32.14 | HIGH |
| OK | 2026-08-25 | 33 | 24000.00 | 24015.53 | 12.72 | 0.0300 | 735.50 | 4.44 | HIGH |
| OK | 2026-09-01 | 40 | 24050.00 | 24046.47 | 12.56 | 0.0363 | 799.75 | 7.54 | HIGH |
| OK | 2026-09-29 | 68 | 24150.00 | 24165.40 | 12.41 | 0.0609 | 1034.05 | 24.11 | HIGH |
| OK | 2026-12-29 | 159 | 25000.00 | 24584.65 | 11.80 | 0.1408 | 1576.20 | 0.00 | LOW |
| OK | 2027-03-30 | 250 | 25500.00 | 24980.73 | 11.42 | 0.2225 | 1947.35 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 341 | 0.00 | 0.00 | N/A | 0.9343 | 0.00 | 0.00 | N/A |