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 | 24040.22 | 11.06 | 0.0066 | 296.07 | 24.85 | HIGH |
| OK | 2026-08-11 | 14 | 24050.00 | 24065.84 | 11.56 | 0.0128 | 436.08 | 16.57 | HIGH |
| OK | 2026-08-18 | 21 | 24100.00 | 24088.74 | 11.55 | 0.0191 | 533.83 | 24.22 | HIGH |
| OK | 2026-08-25 | 28 | 24100.00 | 24116.47 | 11.95 | 0.0254 | 637.85 | 10.75 | HIGH |
| OK | 2026-09-01 | 35 | 24150.00 | 24146.53 | 11.68 | 0.0317 | 697.55 | 31.44 | HIGH |
| OK | 2026-09-29 | 63 | 24250.00 | 24256.35 | 11.74 | 0.0563 | 944.28 | 8.04 | HIGH |
| OK | 2026-12-29 | 154 | 25000.00 | 24642.65 | 11.35 | 0.1362 | 1486.90 | 0.00 | LOW |
| OK | 2027-03-30 | 245 | 25500.00 | 25022.31 | 10.96 | 0.2179 | 1848.75 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 336 | 0.00 | 0.00 | N/A | 0.9202 | 0.00 | 0.00 | N/A |