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 | 24220.31 | 10.53 | 0.0055 | 263.40 | 13.18 | HIGH |
| OK | 2026-08-11 | 13 | 24250.00 | 24241.92 | 10.80 | 0.0118 | 395.83 | 3.88 | HIGH |
| OK | 2026-08-18 | 20 | 24250.00 | 24266.28 | 11.00 | 0.0181 | 499.85 | 11.84 | HIGH |
| OK | 2026-08-25 | 27 | 24300.00 | 24294.68 | 11.15 | 0.0244 | 588.80 | 10.12 | HIGH |
| OK | 2026-09-01 | 34 | 24300.00 | 24317.94 | 11.12 | 0.0307 | 659.12 | 52.36 | HIGH |
| OK | 2026-09-29 | 62 | 24400.00 | 24424.48 | 11.36 | 0.0553 | 912.80 | 8.32 | HIGH |
| OK | 2026-12-29 | 153 | 25000.00 | 24798.15 | 11.13 | 0.1352 | 1439.90 | 0.00 | LOW |
| OK | 2027-03-30 | 244 | 25500.00 | 25206.69 | 10.94 | 0.2168 | 1823.10 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 335 | 0.00 | 0.00 | N/A | 0.9175 | 0.00 | 0.00 | N/A |