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 | 24663.37 | 11.95 | 0.0046 | 278.06 | 11.46 | HIGH |
| OK | 2026-08-18 | 12 | 24700.00 | 24693.00 | 11.29 | 0.0111 | 405.00 | 2.98 | HIGH |
| OK | 2026-08-25 | 19 | 24700.00 | 24720.04 | 11.18 | 0.0175 | 504.20 | 8.75 | HIGH |
| OK | 2026-09-01 | 26 | 24750.00 | 24744.78 | 10.97 | 0.0239 | 579.05 | 38.82 | HIGH |
| OK | 2026-09-08 | 33 | 24800.00 | 24776.86 | 12.95 | 0.0304 | 770.97 | 45.42 | HIGH |
| OK | 2026-09-29 | 54 | 24850.00 | 24850.91 | 10.89 | 0.0492 | 830.83 | 20.51 | HIGH |
| OK | 2026-10-27 | 82 | 25000.00 | 24981.95 | 10.68 | 0.0740 | 1009.60 | 13.98 | HIGH |
| OK | 2026-12-29 | 145 | 25500.00 | 25268.15 | 10.57 | 0.1311 | 1361.95 | 0.00 | LOW |
| OK | 2027-03-30 | 236 | 25500.00 | 25677.69 | 10.93 | 0.2149 | 1799.05 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 327 | 0.00 | 0.00 | N/A | 0.8956 | 0.00 | 0.00 | N/A |