As of: 2026-08-04
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 7 | 24500.00 | 24499.04 | 11.18 | 0.0067 | 304.88 | 5.27 | HIGH |
| OK | 2026-08-18 | 14 | 24500.00 | 24521.35 | 10.98 | 0.0132 | 422.25 | 20.35 | HIGH |
| OK | 2026-08-25 | 21 | 24550.00 | 24543.21 | 10.99 | 0.0196 | 517.20 | 21.18 | HIGH |
| OK | 2026-09-01 | 28 | 24550.00 | 24572.65 | 11.04 | 0.0261 | 600.23 | 32.85 | HIGH |
| OK | 2026-09-29 | 56 | 24700.00 | 24681.03 | 10.86 | 0.0513 | 838.90 | 18.72 | HIGH |
| OK | 2026-10-27 | 84 | 24800.00 | 24812.41 | 10.86 | 0.0761 | 1031.62 | 38.43 | HIGH |
| OK | 2026-12-29 | 147 | 25000.00 | 25093.68 | 10.95 | 0.1332 | 1390.85 | 0.00 | LOW |
| OK | 2027-03-30 | 238 | 25500.00 | 25500.99 | 10.84 | 0.2170 | 1780.75 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 329 | 0.00 | 0.00 | N/A | 0.9010 | 0.00 | 0.00 | N/A |