As of: 2026-07-24
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-28 | 4 | 23800.00 | 23813.99 | 11.48 | 0.0032 | 228.76 | 7.25 | HIGH |
| OK | 2026-08-04 | 11 | 23800.00 | 23824.13 | 12.87 | 0.0095 | 424.83 | 3.14 | HIGH |
| OK | 2026-08-11 | 18 | 23850.00 | 23847.06 | 13.22 | 0.0158 | 558.45 | 19.32 | HIGH |
| OK | 2026-08-18 | 25 | 23850.00 | 23833.16 | 13.25 | 0.0221 | 659.78 | 56.08 | HIGH |
| OK | 2026-08-25 | 32 | 23900.00 | 23883.56 | 13.25 | 0.0283 | 747.75 | 3.80 | HIGH |
| OK | 2026-09-01 | 39 | 23900.00 | 23917.78 | 13.48 | 0.0346 | 840.30 | 11.19 | HIGH |
| OK | 2026-09-29 | 67 | 24000.00 | 24023.46 | 12.65 | 0.0592 | 1037.80 | 32.99 | HIGH |
| OK | 2026-12-29 | 158 | 24000.00 | 24449.74 | 12.44 | 0.1391 | 1622.10 | 0.00 | LOW |
| OK | 2027-03-30 | 249 | 25500.00 | 24826.10 | 11.31 | 0.2208 | 1950.35 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 340 | 0.00 | 0.00 | N/A | 0.9309 | 0.00 | 0.00 | N/A |