As of: 2026-07-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 8 | 23950.00 | 23962.31 | 12.75 | 0.0080 | 366.49 | 22.21 | HIGH |
| OK | 2026-08-11 | 15 | 24000.00 | 23981.39 | 12.76 | 0.0143 | 499.45 | 39.26 | HIGH |
| OK | 2026-08-18 | 22 | 24000.00 | 24001.99 | 12.82 | 0.0206 | 606.00 | 34.14 | HIGH |
| OK | 2026-08-25 | 29 | 24000.00 | 24017.81 | 12.71 | 0.0268 | 688.93 | 11.01 | HIGH |
| OK | 2026-09-01 | 36 | 24050.00 | 24048.17 | 12.51 | 0.0331 | 756.00 | 30.49 | HIGH |
| OK | 2026-09-29 | 64 | 24150.00 | 24160.64 | 12.26 | 0.0577 | 990.60 | 28.27 | HIGH |
| OK | 2026-12-29 | 155 | 25000.00 | 24565.17 | 11.44 | 0.1376 | 1515.27 | 0.00 | LOW |
| OK | 2027-03-30 | 246 | 25500.00 | 24939.30 | 11.20 | 0.2193 | 1904.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 337 | 0.00 | 0.00 | N/A | 0.9233 | 0.00 | 0.00 | N/A |