As of: 2026-07-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 4 | 23700.00 | 23721.05 | 12.53 | 0.0039 | 256.23 | 63.41 | HIGH |
| OK | 2026-08-04 | 11 | 23750.00 | 23726.60 | 13.80 | 0.0102 | 459.15 | 3.85 | HIGH |
| OK | 2026-08-11 | 18 | 23750.00 | 23746.87 | 13.91 | 0.0164 | 589.25 | 19.37 | HIGH |
| OK | 2026-08-18 | 25 | 23750.00 | 23772.07 | 13.69 | 0.0227 | 682.77 | 69.11 | HIGH |
| OK | 2026-08-25 | 32 | 23800.00 | 23783.45 | 13.71 | 0.0290 | 773.35 | 5.16 | HIGH |
| OK | 2026-09-01 | 39 | 23800.00 | 23817.86 | 13.49 | 0.0353 | 840.17 | 5.67 | HIGH |
| OK | 2026-09-29 | 67 | 23950.00 | 23934.09 | 12.98 | 0.0599 | 1064.02 | 36.10 | HIGH |
| OK | 2026-12-29 | 158 | 24000.00 | 24360.85 | 12.70 | 0.1398 | 1638.30 | 0.00 | LOW |
| OK | 2027-03-30 | 249 | 24000.00 | 24747.94 | 12.64 | 0.2215 | 2117.03 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 340 | 0.00 | 0.00 | N/A | 0.9316 | 0.00 | 0.00 | N/A |