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 | 23879.63 | 11.37 | 0.0042 | 254.35 | 8.87 | HIGH |
| OK | 2026-08-04 | 12 | 23900.00 | 23883.33 | 12.45 | 0.0105 | 430.66 | 2.85 | HIGH |
| OK | 2026-08-11 | 19 | 23900.00 | 23905.21 | 12.82 | 0.0168 | 557.65 | 20.23 | HIGH |
| OK | 2026-08-18 | 26 | 23950.00 | 23926.77 | 12.68 | 0.0231 | 646.52 | 45.36 | HIGH |
| OK | 2026-08-25 | 33 | 23950.00 | 23942.92 | 12.83 | 0.0294 | 736.80 | 4.58 | HIGH |
| OK | 2026-09-01 | 40 | 24000.00 | 23978.95 | 12.75 | 0.0356 | 807.55 | 10.76 | HIGH |
| OK | 2026-09-29 | 68 | 24100.00 | 24085.74 | 12.52 | 0.0603 | 1038.55 | 30.23 | HIGH |
| OK | 2026-12-29 | 159 | 25000.00 | 24510.52 | 11.75 | 0.1402 | 1580.45 | 0.00 | LOW |
| OK | 2027-03-30 | 250 | 25500.00 | 24895.91 | 11.70 | 0.2218 | 2005.30 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 341 | 0.00 | 0.00 | N/A | 0.9336 | 0.00 | 0.00 | N/A |