As of: 2026-08-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 8 | 24550.00 | 24572.79 | 10.24 | 0.0082 | 302.08 | 2.93 | HIGH |
| OK | 2026-08-18 | 15 | 24600.00 | 24589.88 | 10.22 | 0.0146 | 409.70 | 25.48 | HIGH |
| OK | 2026-08-25 | 22 | 24600.00 | 24621.02 | 10.35 | 0.0211 | 501.95 | 21.60 | HIGH |
| OK | 2026-09-01 | 29 | 24650.00 | 24641.86 | 10.73 | 0.0275 | 597.02 | 15.64 | HIGH |
| OK | 2026-09-29 | 57 | 24750.00 | 24746.99 | 10.66 | 0.0528 | 833.28 | 13.52 | HIGH |
| OK | 2026-10-27 | 85 | 24850.00 | 24871.84 | 10.66 | 0.0776 | 1021.98 | 53.03 | HIGH |
| OK | 2026-12-29 | 148 | 25000.00 | 25119.73 | 10.99 | 0.1347 | 1403.40 | 0.00 | LOW |
| OK | 2027-03-30 | 239 | 25500.00 | 25525.73 | 10.93 | 0.2185 | 1800.45 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 330 | 0.00 | 0.00 | N/A | 0.9042 | 0.00 | 0.00 | N/A |