As of: 2026-07-30
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 5 | 24300.00 | 24288.78 | 9.77 | 0.0045 | 224.14 | 26.18 | HIGH |
| OK | 2026-08-11 | 12 | 24300.00 | 24309.62 | 10.56 | 0.0108 | 372.80 | 3.32 | HIGH |
| OK | 2026-08-18 | 19 | 24350.00 | 24331.54 | 10.80 | 0.0171 | 479.95 | 24.18 | HIGH |
| OK | 2026-08-25 | 26 | 24350.00 | 24360.82 | 11.18 | 0.0234 | 580.90 | 9.97 | HIGH |
| OK | 2026-09-01 | 33 | 24400.00 | 24381.77 | 11.19 | 0.0296 | 655.53 | 57.21 | HIGH |
| OK | 2026-09-29 | 61 | 24500.00 | 24486.01 | 11.32 | 0.0543 | 904.55 | 17.08 | HIGH |
| OK | 2026-10-27 | 89 | 24600.00 | 24613.34 | 11.24 | 0.0785 | 1090.07 | 30.78 | HIGH |
| OK | 2026-12-29 | 152 | 25000.00 | 24866.05 | 11.22 | 0.1342 | 1443.60 | 0.00 | LOW |
| OK | 2027-03-30 | 243 | 25500.00 | 25272.18 | 11.05 | 0.2158 | 1834.20 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 334 | 0.00 | 0.00 | N/A | 0.9147 | 0.00 | 0.00 | N/A |