As of: 2026-08-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 5 | 24650.00 | 24674.90 | 11.28 | 0.0050 | 266.76 | 30.11 | HIGH |
| OK | 2026-08-18 | 12 | 24700.00 | 24695.90 | 10.74 | 0.0115 | 387.45 | 4.21 | HIGH |
| OK | 2026-08-25 | 19 | 24700.00 | 24721.72 | 10.66 | 0.0179 | 482.95 | 11.78 | HIGH |
| OK | 2026-09-01 | 26 | 24700.00 | 24721.59 | 10.75 | 0.0243 | 568.23 | 36.98 | HIGH |
| OK | 2026-09-08 | 33 | 24750.00 | 24765.15 | 10.01 | 0.0308 | 596.77 | 50.22 | HIGH |
| OK | 2026-09-29 | 54 | 24850.00 | 24853.65 | 10.66 | 0.0496 | 814.35 | 20.95 | HIGH |
| OK | 2026-10-27 | 82 | 25000.00 | 24984.27 | 10.57 | 0.0744 | 1000.20 | 25.46 | HIGH |
| OK | 2026-12-29 | 145 | 25500.00 | 25268.78 | 10.43 | 0.1315 | 1345.15 | 0.00 | LOW |
| OK | 2027-03-30 | 236 | 25500.00 | 25671.57 | 10.90 | 0.2153 | 1794.95 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 327 | 0.00 | 0.00 | N/A | 0.8960 | 0.00 | 0.00 | N/A |