As of: 2026-07-28
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 7 | 24050.00 | 24037.44 | 11.25 | 0.0070 | 304.10 | 19.06 | HIGH |
| OK | 2026-08-11 | 14 | 24050.00 | 24055.52 | 11.78 | 0.0132 | 446.43 | 16.82 | HIGH |
| OK | 2026-08-18 | 21 | 24100.00 | 24076.10 | 11.73 | 0.0195 | 543.95 | 29.76 | HIGH |
| OK | 2026-08-25 | 28 | 24100.00 | 24092.86 | 11.96 | 0.0258 | 639.60 | 16.61 | HIGH |
| OK | 2026-09-01 | 35 | 24100.00 | 24116.84 | 11.76 | 0.0321 | 703.10 | 108.60 | HIGH |
| OK | 2026-09-29 | 63 | 24250.00 | 24239.82 | 11.85 | 0.0567 | 954.25 | 30.51 | HIGH |
| OK | 2026-12-29 | 154 | 25000.00 | 24624.10 | 11.43 | 0.1366 | 1500.50 | 0.00 | LOW |
| OK | 2027-03-30 | 245 | 25500.00 | 25001.82 | 11.06 | 0.2183 | 1868.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 336 | 0.00 | 0.00 | N/A | 0.9206 | 0.00 | 0.00 | N/A |