As of: 2026-08-06
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-08-11 | 5 | 24700.00 | 24690.20 | 10.96 | 0.0043 | 253.00 | 12.76 | HIGH |
| OK | 2026-08-18 | 12 | 24700.00 | 24717.36 | 10.77 | 0.0108 | 385.38 | 3.71 | HIGH |
| OK | 2026-08-25 | 19 | 24750.00 | 24742.89 | 10.73 | 0.0172 | 483.20 | 11.23 | HIGH |
| OK | 2026-09-01 | 26 | 24750.00 | 24759.52 | 10.19 | 0.0237 | 536.85 | 49.54 | HIGH |
| OK | 2026-09-08 | 33 | 24750.00 | 24759.02 | 17.18 | 0.0301 | 1020.25 | 71.99 | HIGH |
| OK | 2026-09-29 | 54 | 24850.00 | 24874.23 | 10.73 | 0.0489 | 818.45 | 22.30 | HIGH |
| OK | 2026-10-27 | 82 | 25000.00 | 25006.46 | 10.71 | 0.0738 | 1012.45 | 24.96 | HIGH |
| OK | 2026-12-29 | 145 | 25500.00 | 25286.12 | 10.58 | 0.1309 | 1361.45 | 0.00 | LOW |
| OK | 2027-03-30 | 236 | 25500.00 | 25689.03 | 10.92 | 0.2146 | 1798.95 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 327 | 0.00 | 0.00 | N/A | 0.8953 | 0.00 | 0.00 | N/A |