As of: 2026-07-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 6 | 24200.00 | 24194.09 | 10.95 | 0.0059 | 276.61 | 21.63 | HIGH |
| OK | 2026-08-11 | 13 | 24200.00 | 24219.23 | 11.06 | 0.0122 | 407.15 | 4.30 | HIGH |
| OK | 2026-08-18 | 20 | 24250.00 | 24230.17 | 11.15 | 0.0185 | 508.22 | 40.17 | HIGH |
| OK | 2026-08-25 | 27 | 24250.00 | 24270.25 | 11.32 | 0.0248 | 598.65 | 9.81 | HIGH |
| OK | 2026-09-01 | 34 | 24300.00 | 24289.57 | 9.96 | 0.0311 | 591.15 | 61.03 | HIGH |
| OK | 2026-09-29 | 62 | 24400.00 | 24400.63 | 11.59 | 0.0557 | 931.65 | 9.45 | HIGH |
| OK | 2026-12-29 | 153 | 25000.00 | 24774.77 | 11.25 | 0.1356 | 1458.00 | 0.00 | LOW |
| OK | 2027-03-30 | 244 | 25500.00 | 25156.73 | 10.94 | 0.2172 | 1828.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 335 | 0.00 | 0.00 | N/A | 0.9179 | 0.00 | 0.00 | N/A |