As of: 2026-07-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 6 | 24250.00 | 24228.82 | 10.54 | 0.0053 | 261.85 | 29.05 | HIGH |
| OK | 2026-08-11 | 13 | 24250.00 | 24253.33 | 10.80 | 0.0116 | 394.49 | 4.32 | HIGH |
| OK | 2026-08-18 | 20 | 24300.00 | 24276.18 | 10.93 | 0.0178 | 496.05 | 12.63 | HIGH |
| OK | 2026-08-25 | 27 | 24300.00 | 24307.13 | 11.25 | 0.0241 | 593.35 | 8.70 | HIGH |
| OK | 2026-09-01 | 34 | 24350.00 | 24331.55 | 10.91 | 0.0304 | 646.75 | 54.20 | HIGH |
| OK | 2026-09-29 | 62 | 24450.00 | 24433.94 | 11.28 | 0.0550 | 906.53 | 12.55 | HIGH |
| OK | 2026-12-29 | 153 | 25000.00 | 24805.09 | 11.18 | 0.1349 | 1445.93 | 0.00 | LOW |
| OK | 2027-03-30 | 244 | 25500.00 | 25216.86 | 11.01 | 0.2166 | 1833.55 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 335 | 0.00 | 0.00 | N/A | 0.9172 | 0.00 | 0.00 | N/A |