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 | |
| — | — | — | 65.55 | — | — | 265 | 38.3% | -0.02 | 0.29 | — | — | — |
| — | — | — | 60.45 | — | — | 270 | 35.9% | -0.02 | 0.31 | — | — | — |
| — | — | — | 55.55 | — | — | 275 | 35.3% | -0.03 | 0.45 | — | — | — |
| — | — | — | 50.68 | — | — | 280 | 33.5% | -0.04 | 0.54 | — | — | — |
| — | — | — | 45.90 | +0.98 | 25.2% | 285 | 32.7% | -0.05 | 0.74 | — | — | — |
| — | — | — | 41.18 | +0.96 | 26.8% | 290 | 30.9% | -0.07 | 0.89 | — | — | — |
| — | — | — | 36.53 | +0.93 | 27.1% | 295 | 29.8% | -0.09 | 1.20 | — | — | — |
| — | — | — | 32.38 | +0.88 | 29.1% | 300 | 29.4% | -0.12 | 1.71 | — | — | — |
| — | — | — | 27.65 | +0.86 | 26.8% | 305 | 28.1% | -0.15 | 2.22 | — | — | — |
| — | — | — | 23.70 | +0.80 | 27.3% | 310 | 27.8% | -0.20 | 3.13 | — | — | — |
| — | — | — | 19.75 | +0.75 | 26.6% | 315 | 27.4% | -0.26 | 4.28 | — | — | — |
| — | — | — | 16.40 | +0.68 | 26.8% | 320 | 27.1% | -0.32 | 5.78 | — | — | — |
| — | — | — | 13.68 | +0.60 | 27.8% | 325 | 26.7% | -0.40 | 7.58 | — | — | — |
| — | — | — | 10.50 | +0.53 | 26.4% | 330 | 26.4% | -0.47 | 9.78 | — | — | — |
| — | — | — | 8.03 | +0.45 | 25.9% | 335 | 26.6% | -0.55 | 12.58 | — | — | — |
| — | — | — | 6.23 | +0.37 | 26.2% | 340 | 26.2% | -0.63 | 15.50 | — | — | — |
| — | — | — | 4.50 | +0.30 | 25.6% | 345 | 26.1% | -0.70 | 18.93 | — | — | — |
| — | — | — | 3.18 | +0.23 | 25.3% | 350 | 26.7% | -0.75 | 22.88 | — | — | — |
| — | — | — | 2.18 | +0.17 | 25.0% | 355 | 27.1% | -0.80 | 27.00 | — | — | — |
| — | — | — | 1.51 | +0.13 | 25.0% | 360 | 27.9% | -0.84 | 31.42 | — | — | — |
| — | — | — | 0.98 | +0.09 | 24.7% | 365 | 29.5% | -0.87 | 36.15 | — | — | — |
| — | — | — | 0.72 | +0.07 | 25.3% | 370 | 29.6% | -0.90 | 40.65 | — | — | — |
| — | — | — | 0.48 | +0.05 | 25.4% | 375 | 31.7% | -0.91 | 45.58 | — | — | — |
| — | — | — | 0.31 | +0.03 | 25.4% | 380 | 34.2% | -0.91 | 50.60 | — | — | — |
| — | — | — | 0.20 | +0.02 | 25.5% | 385 | 36.5% | -0.92 | 55.58 | — | — | — |
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.