As of: 2026-08-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 7 | 24600.00 | 24610.54 | 10.22 | 0.0071 | 282.77 | 3.96 | HIGH |
| OK | 2026-08-18 | 14 | 24650.00 | 24629.39 | 10.23 | 0.0136 | 397.75 | 41.45 | HIGH |
| OK | 2026-08-25 | 21 | 24650.00 | 24651.86 | 10.44 | 0.0200 | 495.25 | 24.25 | HIGH |
| OK | 2026-09-01 | 28 | 24650.00 | 24674.40 | 10.58 | 0.0265 | 579.08 | 97.05 | HIGH |
| OK | 2026-09-29 | 56 | 24800.00 | 24787.23 | 10.60 | 0.0517 | 823.15 | 18.66 | HIGH |
| OK | 2026-10-27 | 84 | 24900.00 | 24919.67 | 10.65 | 0.0765 | 1017.00 | 58.30 | HIGH |
| OK | 2026-12-29 | 147 | 25000.00 | 25191.07 | 10.90 | 0.1336 | 1393.75 | 0.00 | LOW |
| OK | 2027-03-30 | 238 | 25500.00 | 25585.99 | 10.83 | 0.2174 | 1784.00 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 329 | 0.00 | 0.00 | N/A | 0.9014 | 0.00 | 0.00 | N/A |