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 | 24590.30 | 9.98 | 0.0075 | 289.97 | 3.38 | HIGH |
| OK | 2026-08-18 | 15 | 24600.00 | 24606.18 | 10.09 | 0.0140 | 401.68 | 36.87 | HIGH |
| OK | 2026-08-25 | 22 | 24650.00 | 24632.15 | 10.21 | 0.0204 | 493.10 | 17.86 | HIGH |
| OK | 2026-09-01 | 29 | 24650.00 | 24657.62 | 10.47 | 0.0269 | 580.40 | 40.37 | HIGH |
| OK | 2026-09-29 | 57 | 24750.00 | 24763.64 | 10.61 | 0.0521 | 827.80 | 20.18 | HIGH |
| OK | 2026-10-27 | 85 | 24900.00 | 24893.46 | 10.62 | 0.0769 | 1017.65 | 50.74 | HIGH |
| OK | 2026-12-29 | 148 | 25000.00 | 25153.42 | 10.89 | 0.1340 | 1392.25 | 0.00 | LOW |
| OK | 2027-03-30 | 239 | 25500.00 | 25554.54 | 10.84 | 0.2178 | 1786.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 330 | 0.00 | 0.00 | N/A | 0.9035 | 0.00 | 0.00 | N/A |