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 | 24376.16 | 8.44 | 0.0032 | 172.98 | 26.39 | HIGH |
| OK | 2026-08-11 | 11 | 24400.00 | 24396.58 | 9.90 | 0.0095 | 334.47 | 2.62 | HIGH |
| OK | 2026-08-18 | 18 | 24400.00 | 24417.83 | 10.24 | 0.0158 | 443.10 | 22.66 | HIGH |
| OK | 2026-08-25 | 25 | 24450.00 | 24448.28 | 10.50 | 0.0221 | 535.75 | 9.52 | HIGH |
| OK | 2026-09-01 | 32 | 24500.00 | 24475.36 | 10.65 | 0.0283 | 616.40 | 30.86 | HIGH |
| OK | 2026-09-29 | 60 | 24600.00 | 24577.08 | 10.87 | 0.0530 | 864.50 | 13.13 | HIGH |
| OK | 2026-10-27 | 88 | 24700.00 | 24700.60 | 10.90 | 0.0772 | 1054.10 | 14.95 | HIGH |
| OK | 2026-12-29 | 151 | 25000.00 | 24955.84 | 11.01 | 0.1329 | 1411.00 | 0.00 | LOW |
| OK | 2027-03-30 | 242 | 25500.00 | 25346.13 | 10.93 | 0.2145 | 1808.95 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 333 | 0.00 | 0.00 | N/A | 0.9117 | 0.00 | 0.00 | N/A |