As of: 2026-08-05
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 6 | 24600.00 | 24610.23 | 11.23 | 0.0054 | 282.80 | 17.49 | HIGH |
| OK | 2026-08-18 | 13 | 24650.00 | 24632.98 | 10.66 | 0.0118 | 395.83 | 3.00 | HIGH |
| OK | 2026-08-25 | 20 | 24650.00 | 24655.05 | 10.72 | 0.0183 | 493.40 | 12.86 | HIGH |
| OK | 2026-09-01 | 27 | 24650.00 | 24672.70 | 10.81 | 0.0247 | 578.78 | 45.87 | HIGH |
| OK | 2026-09-29 | 55 | 24800.00 | 24791.83 | 10.63 | 0.0500 | 816.00 | 20.82 | HIGH |
| OK | 2026-10-27 | 83 | 24900.00 | 24923.11 | 10.62 | 0.0748 | 1006.08 | 32.75 | HIGH |
| OK | 2026-12-29 | 146 | 25000.00 | 25209.38 | 10.86 | 0.1319 | 1385.75 | 0.00 | LOW |
| OK | 2027-03-30 | 237 | 25500.00 | 25609.96 | 10.88 | 0.2157 | 1788.70 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 328 | 0.00 | 0.00 | N/A | 0.8980 | 0.00 | 0.00 | N/A |