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 | 24043.42 | 10.93 | 0.0063 | 290.57 | 18.88 | HIGH |
| OK | 2026-08-11 | 14 | 24050.00 | 24067.98 | 11.43 | 0.0126 | 430.00 | 15.48 | HIGH |
| OK | 2026-08-18 | 21 | 24050.00 | 24061.08 | 11.59 | 0.0189 | 533.55 | 39.79 | HIGH |
| OK | 2026-08-25 | 28 | 24100.00 | 24115.59 | 11.85 | 0.0251 | 631.52 | 9.04 | HIGH |
| OK | 2026-09-01 | 35 | 24150.00 | 24142.66 | 11.76 | 0.0314 | 701.50 | 5.73 | HIGH |
| OK | 2026-09-29 | 63 | 24250.00 | 24256.00 | 11.78 | 0.0560 | 946.35 | 9.53 | HIGH |
| OK | 2026-12-29 | 154 | 25000.00 | 24642.56 | 11.29 | 0.1359 | 1479.80 | 0.00 | LOW |
| OK | 2027-03-30 | 245 | 25500.00 | 25014.09 | 11.20 | 0.2176 | 1889.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 336 | 0.00 | 0.00 | N/A | 0.9199 | 0.00 | 0.00 | N/A |