As of: 2026-07-31
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-04 | 4 | 24400.00 | 24405.21 | 9.05 | 0.0035 | 186.89 | 23.56 | HIGH |
| OK | 2026-08-11 | 11 | 24400.00 | 24421.63 | 10.09 | 0.0098 | 343.13 | 3.00 | HIGH |
| OK | 2026-08-18 | 18 | 24450.00 | 24442.33 | 10.33 | 0.0160 | 448.45 | 21.34 | HIGH |
| OK | 2026-08-25 | 25 | 24450.00 | 24472.67 | 10.73 | 0.0223 | 549.50 | 8.98 | HIGH |
| OK | 2026-09-01 | 32 | 24500.00 | 24498.11 | 10.76 | 0.0286 | 623.50 | 36.85 | HIGH |
| OK | 2026-09-29 | 60 | 24600.00 | 24598.64 | 10.94 | 0.0532 | 870.67 | 10.45 | HIGH |
| OK | 2026-10-27 | 88 | 24750.00 | 24726.71 | 10.89 | 0.0774 | 1056.05 | 12.16 | HIGH |
| OK | 2026-12-29 | 151 | 25000.00 | 24974.11 | 11.06 | 0.1331 | 1418.65 | 0.00 | LOW |
| OK | 2027-03-30 | 242 | 25500.00 | 25375.92 | 11.00 | 0.2148 | 1819.40 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 333 | 0.00 | 0.00 | N/A | 0.9120 | 0.00 | 0.00 | N/A |