As of: 2026-08-03
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 8 | 24600.00 | 24594.22 | 10.20 | 0.0078 | 298.26 | 4.12 | HIGH |
| OK | 2026-08-18 | 15 | 24600.00 | 24611.37 | 10.32 | 0.0142 | 411.95 | 28.29 | HIGH |
| OK | 2026-08-25 | 22 | 24650.00 | 24643.31 | 10.32 | 0.0207 | 499.46 | 15.18 | HIGH |
| OK | 2026-09-01 | 29 | 24650.00 | 24667.99 | 10.89 | 0.0271 | 604.97 | 27.30 | HIGH |
| OK | 2026-09-29 | 57 | 24750.00 | 24773.60 | 10.63 | 0.0524 | 830.80 | 18.77 | HIGH |
| OK | 2026-10-27 | 85 | 24900.00 | 24900.39 | 10.67 | 0.0772 | 1022.93 | 44.80 | HIGH |
| OK | 2026-12-29 | 148 | 25000.00 | 25153.50 | 10.88 | 0.1343 | 1391.00 | 0.00 | LOW |
| OK | 2027-03-30 | 239 | 25500.00 | 25548.81 | 10.91 | 0.2181 | 1796.88 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 330 | 0.00 | 0.00 | N/A | 0.9038 | 0.00 | 0.00 | N/A |