As of: 2026-08-31
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-09-01 | 1 | 24100.00 | 24120.37 | 14.22 | 0.0013 | 151.28 | 27.93 | HIGH |
| OK | 2026-09-08 | 8 | 24150.00 | 24170.45 | 10.41 | 0.0078 | 299.34 | 4.39 | HIGH |
| OK | 2026-09-15 | 15 | 24200.00 | 24206.87 | 9.91 | 0.0137 | 389.22 | 20.62 | HIGH |
| OK | 2026-09-22 | 22 | 24250.00 | 24233.55 | 9.82 | 0.0202 | 467.48 | 32.64 | HIGH |
| OK | 2026-09-29 | 29 | 24250.00 | 24263.54 | 9.88 | 0.0266 | 539.77 | 6.18 | HIGH |
| OK | 2026-10-27 | 57 | 24400.00 | 24380.99 | 9.83 | 0.0514 | 756.50 | 11.32 | HIGH |
| OK | 2026-11-23 | 84 | 24500.00 | 24499.81 | 10.06 | 0.0762 | 943.55 | 17.37 | HIGH |
| OK | 2026-12-29 | 120 | 25000.00 | 24662.04 | 10.18 | 0.1085 | 1187.53 | 0.00 | LOW |
| OK | 2027-03-30 | 211 | 25500.00 | 25063.34 | 10.29 | 0.1923 | 1616.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-06-29 | 302 | 0.00 | 0.00 | N/A | 0.8271 | 0.00 | 0.00 | N/A |