As of: 2026-07-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 4 | 23850.00 | 23827.45 | 12.07 | 0.0035 | 243.93 | 10.14 | HIGH |
| OK | 2026-08-04 | 11 | 23850.00 | 23834.91 | 13.18 | 0.0098 | 437.40 | 2.66 | HIGH |
| OK | 2026-08-11 | 18 | 23850.00 | 23854.83 | 13.50 | 0.0160 | 572.00 | 20.30 | HIGH |
| OK | 2026-08-18 | 25 | 23850.00 | 23874.37 | 13.48 | 0.0223 | 673.27 | 57.20 | HIGH |
| OK | 2026-08-25 | 32 | 23900.00 | 23894.90 | 13.42 | 0.0286 | 758.35 | 3.75 | HIGH |
| OK | 2026-09-01 | 39 | 24350.00 | 24357.32 | 17.39 | 0.0349 | 1105.40 | 235.34 | HIGH |
| OK | 2026-09-29 | 67 | 24050.00 | 24037.42 | 12.71 | 0.0595 | 1045.40 | 13.90 | HIGH |
| OK | 2026-12-29 | 158 | 24000.00 | 24447.53 | 12.42 | 0.1394 | 1619.00 | 0.00 | LOW |
| OK | 2027-03-30 | 249 | 25500.00 | 24818.77 | 11.37 | 0.2211 | 1962.65 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 340 | 0.00 | 0.00 | N/A | 0.9312 | 0.00 | 0.00 | N/A |