As of: 2026-07-27
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 8 | 24050.00 | 24050.17 | 11.49 | 0.0073 | 326.39 | 13.95 | HIGH |
| OK | 2026-08-11 | 15 | 24050.00 | 24067.48 | 11.85 | 0.0136 | 461.15 | 14.01 | HIGH |
| OK | 2026-08-18 | 22 | 24100.00 | 24084.56 | 11.78 | 0.0199 | 555.95 | 59.93 | HIGH |
| OK | 2026-08-25 | 29 | 24100.00 | 24108.44 | 11.95 | 0.0262 | 647.80 | 7.68 | HIGH |
| OK | 2026-09-01 | 36 | 24150.00 | 24136.04 | 11.86 | 0.0324 | 717.50 | 18.42 | HIGH |
| OK | 2026-09-29 | 64 | 24250.00 | 24250.09 | 11.84 | 0.0571 | 959.20 | 9.53 | HIGH |
| OK | 2026-12-29 | 155 | 25000.00 | 24644.85 | 11.39 | 0.1370 | 1496.66 | 0.00 | LOW |
| OK | 2027-03-30 | 246 | 25500.00 | 25016.33 | 11.18 | 0.2186 | 1888.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 337 | 0.00 | 0.00 | N/A | 0.9227 | 0.00 | 0.00 | N/A |