As of: 2026-07-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 5 | 24250.00 | 24258.06 | 10.28 | 0.0049 | 238.69 | 36.94 | HIGH |
| OK | 2026-08-11 | 12 | 24300.00 | 24276.02 | 10.70 | 0.0112 | 380.33 | 4.04 | HIGH |
| OK | 2026-08-18 | 19 | 24300.00 | 24299.54 | 11.04 | 0.0175 | 491.30 | 21.24 | HIGH |
| OK | 2026-08-25 | 26 | 24350.00 | 24328.52 | 11.33 | 0.0238 | 589.90 | 9.57 | HIGH |
| OK | 2026-09-01 | 33 | 24350.00 | 24355.41 | 11.79 | 0.0300 | 691.00 | 66.57 | HIGH |
| OK | 2026-09-29 | 61 | 24450.00 | 24458.05 | 11.35 | 0.0547 | 907.20 | 18.66 | HIGH |
| OK | 2026-10-27 | 89 | 24600.00 | 24575.82 | 11.15 | 0.0789 | 1081.50 | 34.79 | HIGH |
| OK | 2026-12-29 | 152 | 25000.00 | 24842.24 | 11.20 | 0.1346 | 1443.35 | 0.00 | LOW |
| OK | 2027-03-30 | 243 | 25500.00 | 25240.87 | 11.01 | 0.2162 | 1830.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 334 | 0.00 | 0.00 | N/A | 0.9151 | 0.00 | 0.00 | N/A |