As of: 2026-07-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 8 | 24000.00 | 23977.22 | 12.15 | 0.0076 | 346.96 | 9.78 | HIGH |
| OK | 2026-08-11 | 15 | 24000.00 | 23996.56 | 12.39 | 0.0139 | 482.35 | 13.51 | HIGH |
| OK | 2026-08-18 | 22 | 24000.00 | 24016.65 | 12.42 | 0.0202 | 585.50 | 47.61 | HIGH |
| OK | 2026-08-25 | 29 | 24050.00 | 24030.99 | 12.47 | 0.0264 | 675.25 | 8.90 | HIGH |
| OK | 2026-09-01 | 36 | 24050.00 | 24064.49 | 12.40 | 0.0327 | 748.17 | 25.61 | HIGH |
| OK | 2026-09-29 | 64 | 24200.00 | 24177.06 | 12.06 | 0.0573 | 975.12 | 20.80 | HIGH |
| OK | 2026-12-29 | 155 | 25000.00 | 24582.74 | 11.42 | 0.1372 | 1509.15 | 0.00 | LOW |
| OK | 2027-03-30 | 246 | 25500.00 | 24961.63 | 11.14 | 0.2189 | 1889.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 337 | 0.00 | 0.00 | N/A | 0.9229 | 0.00 | 0.00 | N/A |