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 | 24281.97 | 9.66 | 0.0042 | 219.76 | 16.44 | HIGH |
| OK | 2026-08-11 | 12 | 24300.00 | 24301.53 | 10.52 | 0.0105 | 369.77 | 3.30 | HIGH |
| OK | 2026-08-18 | 19 | 24300.00 | 24323.62 | 10.92 | 0.0168 | 483.60 | 25.66 | HIGH |
| OK | 2026-08-25 | 26 | 24350.00 | 24355.09 | 11.26 | 0.0231 | 583.75 | 9.47 | HIGH |
| OK | 2026-09-01 | 33 | 24400.00 | 24378.44 | 11.23 | 0.0294 | 657.27 | 46.67 | HIGH |
| OK | 2026-09-29 | 61 | 24500.00 | 24482.68 | 11.31 | 0.0540 | 903.68 | 15.35 | HIGH |
| OK | 2026-10-27 | 89 | 24600.00 | 24610.39 | 11.27 | 0.0782 | 1092.20 | 20.51 | HIGH |
| OK | 2026-12-29 | 152 | 25000.00 | 24865.36 | 11.23 | 0.1339 | 1445.00 | 0.00 | LOW |
| OK | 2027-03-30 | 243 | 25500.00 | 25261.00 | 11.08 | 0.2155 | 1839.57 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 334 | 0.00 | 0.00 | N/A | 0.9145 | 0.00 | 0.00 | N/A |