Spot 329.40
· 206 contratti su 3 scadenze
· fonte storico
· catturata 30/09 12:51 UTC
Seduta ricostruita dallo storico: quella sera la catena IBKR non è stata catturata, quindi ci sono solo
gli strike vicini allo spot (ATM) di poche scadenze, con la IV calcolata da noi e senza bid/ask.
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | — | — | 64.93 | — | — | 265 | 52.8% | -0.01 | 0.05 | — | — | — |
| — | — | — | 59.95 | — | — | 270 | 46.1% | -0.00 | 0.03 | — | — | — |
| — | — | — | 54.95 | — | — | 275 | 42.2% | -0.00 | 0.03 | — | — | — |
| — | — | — | 49.55 | — | — | 280 | 38.4% | -0.00 | 0.03 | — | — | — |
| — | — | — | 44.55 | — | — | 285 | 38.4% | -0.01 | 0.07 | — | — | — |
| — | — | — | 39.60 | — | — | 290 | 36.1% | -0.01 | 0.10 | — | — | — |
| — | — | — | 34.85 | — | — | 295 | 33.9% | -0.02 | 0.15 | — | — | — |
| — | — | — | 29.73 | — | — | 300 | 31.3% | -0.03 | 0.21 | — | — | — |
| — | — | — | 24.80 | — | — | 305 | 28.6% | -0.05 | 0.30 | — | — | — |
| — | — | — | 20.08 | +0.98 | 18.7% | 310 | 27.2% | -0.08 | 0.54 | — | — | — |
| — | — | — | 17.73 | +0.95 | 20.2% | 312.5 | 26.7% | -0.10 | 0.74 | — | — | — |
| — | — | — | 16.18 | +0.85 | 27.6% | 315 | 25.8% | -0.13 | 0.97 | — | — | — |
| — | — | — | 13.75 | +0.83 | 24.9% | 317.5 | 25.1% | -0.17 | 1.28 | — | — | — |
| — | — | — | 12.00 | +0.77 | 26.3% | 320 | 24.4% | -0.22 | 1.69 | — | — | — |
| — | — | — | 9.45 | +0.74 | 22.3% | 322.5 | 23.9% | -0.27 | 2.25 | — | — | — |
| — | — | — | 8.05 | +0.66 | 23.9% | 325 | 23.9% | -0.34 | 3.05 | — | — | — |
| — | — | — | 6.48 | +0.58 | 23.6% | 327.5 | 23.9% | -0.42 | 4.03 | — | — | — |
| — | — | — | 5.08 | +0.51 | 23.3% | 330 | 23.3% | -0.49 | 5.08 | — | — | — |
| — | — | — | 3.95 | +0.43 | 23.3% | 332.5 | 22.6% | -0.57 | 6.30 | — | — | — |
| — | — | — | 2.98 | +0.35 | 23.2% | 335 | 23.6% | -0.64 | 8.07 | — | — | — |
| — | — | — | 2.13 | +0.28 | 22.7% | 337.5 | 24.6% | -0.70 | 9.98 | — | — | — |
| — | — | — | 1.54 | +0.22 | 22.8% | 340 | 24.7% | -0.76 | 11.85 | — | — | — |
| — | — | — | 1.07 | +0.17 | 22.7% | 342.5 | 22.4% | -0.84 | 13.53 | — | — | — |
| — | — | — | 0.75 | +0.12 | 22.8% | 345 | 27.4% | -0.83 | 16.33 | — | — | — |
| — | — | — | 0.50 | +0.09 | 22.8% | 347.5 | 29.1% | -0.85 | 18.68 | — | — | — |
| — | — | — | 0.36 | +0.07 | 23.3% | 350 | 26.3% | -0.91 | 20.60 | — | — | — |
| — | — | — | 0.26 | +0.05 | 23.8% | 352.5 | 33.5% | -0.88 | 23.58 | — | — | — |
| — | — | — | 0.19 | +0.04 | 24.3% | 355 | 31.8% | -0.91 | 25.68 | — | — | — |
| — | — | — | 0.14 | +0.03 | 24.9% | 357.5 | 37.1% | -0.90 | 28.45 | — | — | — |
| — | — | — | 0.11 | +0.02 | 25.7% | 360 | 39.4% | -0.90 | 30.95 | — | — | — |
| — | — | — | 0.07 | +0.01 | 25.7% | 362.5 | 41.7% | -0.91 | 33.45 | — | — | — |
| — | — | — | 0.08 | +0.02 | 27.8% | 365 | 43.9% | -0.91 | 35.95 | — | — | — |
| — | — | — | 0.03 | +0.01 | 26.0% | 367.5 | 43.6% | -0.93 | 38.25 | — | — | — |
| — | — | — | 0.04 | +0.01 | 28.4% | 370 | 45.7% | -0.93 | 40.75 | — | — | — |
| — | — | — | 0.06 | +0.01 | 31.3% | 372.5 | 51.9% | -0.91 | 43.58 | — | — | — |
| — | — | — | 0.03 | +0.01 | 30.3% | 375 | 52.4% | -0.92 | 45.95 | — | — | — |
| — | — | — | 0.03 | +0.01 | 33.0% | 380 | 56.5% | -0.93 | 50.95 | — | — | — |
| — | — | — | 0.03 | +0.00 | 35.7% | 385 | 60.4% | -0.93 | 55.95 | — | — | — |
| — | — | — | 0.04 | +0.01 | 39.5% | 390 | 66.1% | -0.93 | 61.08 | — | — | — |
| — | 395 | 69.9% | -0.93 | 66.08 | — | — | — | |||||
Come leggere: ogni riga è uno strike, con la call a sinistra e la put a destra. La riga evidenziata è lo strike più vicino allo spot (ATM); lo sfondo più scuro indica i contratti già in the money. IV = volatilità implicita, OI = open interest (disponibile dal 03/09/2026). “—” = dato non arrivato quella sera. Il grafico mostra la IV per strike della scadenza scelta.