As of: 2026-07-31
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 4 | 24350.00 | 24347.19 | 9.35 | 0.0039 | 195.91 | 48.16 | HIGH |
| OK | 2026-08-11 | 11 | 24350.00 | 24366.44 | 10.25 | 0.0102 | 349.80 | 3.47 | HIGH |
| OK | 2026-08-18 | 18 | 24400.00 | 24386.85 | 10.49 | 0.0164 | 456.70 | 28.75 | HIGH |
| OK | 2026-08-25 | 25 | 24400.00 | 24416.10 | 10.83 | 0.0227 | 554.77 | 11.61 | HIGH |
| OK | 2026-09-01 | 32 | 24450.00 | 24446.03 | 10.99 | 0.0290 | 636.75 | 31.93 | HIGH |
| OK | 2026-09-29 | 60 | 24550.00 | 24545.29 | 11.07 | 0.0536 | 880.55 | 10.78 | HIGH |
| OK | 2026-10-27 | 88 | 24650.00 | 24668.77 | 11.09 | 0.0778 | 1072.93 | 14.16 | HIGH |
| OK | 2026-12-29 | 151 | 25000.00 | 24929.56 | 11.15 | 0.1335 | 1430.05 | 0.00 | LOW |
| OK | 2027-03-30 | 242 | 25500.00 | 25324.91 | 11.05 | 0.2152 | 1828.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 333 | 0.00 | 0.00 | N/A | 0.9124 | 0.00 | 0.00 | N/A |