As of: 2026-07-23
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 5 | 23850.00 | 23845.92 | 11.84 | 0.0045 | 266.32 | 13.25 | HIGH |
| OK | 2026-08-04 | 12 | 23850.00 | 23855.82 | 12.72 | 0.0108 | 440.82 | 2.73 | HIGH |
| OK | 2026-08-11 | 19 | 23900.00 | 23882.55 | 12.80 | 0.0171 | 558.20 | 25.63 | HIGH |
| OK | 2026-08-18 | 26 | 23900.00 | 23905.58 | 12.85 | 0.0234 | 655.00 | 48.98 | HIGH |
| OK | 2026-08-25 | 33 | 23900.00 | 23917.29 | 12.93 | 0.0296 | 742.60 | 3.42 | HIGH |
| OK | 2026-09-01 | 40 | 23950.00 | 23956.23 | 12.83 | 0.0359 | 812.47 | 48.25 | HIGH |
| OK | 2026-09-29 | 68 | 24050.00 | 24065.66 | 12.50 | 0.0605 | 1036.05 | 22.52 | HIGH |
| OK | 2026-12-29 | 159 | 24000.00 | 24494.17 | 12.58 | 0.1404 | 1653.83 | 0.00 | LOW |
| OK | 2027-03-30 | 250 | 25500.00 | 24879.36 | 11.61 | 0.2221 | 1993.55 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 341 | 0.00 | 0.00 | N/A | 0.9339 | 0.00 | 0.00 | N/A |