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 | 24509.96 | 10.90 | 0.0065 | 295.21 | 9.89 | HIGH |
| OK | 2026-08-18 | 14 | 24550.00 | 24532.07 | 10.59 | 0.0129 | 406.50 | 32.48 | HIGH |
| OK | 2026-08-25 | 21 | 24550.00 | 24556.27 | 10.75 | 0.0194 | 505.25 | 23.81 | HIGH |
| OK | 2026-09-01 | 28 | 24600.00 | 24587.05 | 10.76 | 0.0258 | 584.48 | 42.09 | HIGH |
| OK | 2026-09-29 | 56 | 24700.00 | 24692.14 | 10.72 | 0.0511 | 827.40 | 14.73 | HIGH |
| OK | 2026-10-27 | 84 | 24800.00 | 24824.90 | 10.78 | 0.0759 | 1023.50 | 48.64 | HIGH |
| OK | 2026-12-29 | 147 | 25000.00 | 25107.41 | 10.83 | 0.1330 | 1376.30 | 0.00 | LOW |
| OK | 2027-03-30 | 238 | 25500.00 | 25512.51 | 10.81 | 0.2167 | 1776.08 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 329 | 0.00 | 0.00 | N/A | 0.9008 | 0.00 | 0.00 | N/A |