Spot 156.96
· 198 contratti su 5 scadenze
· fonte storico
· catturata 30/09 08:31 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 | |
| — | — | — | 27.88 | +0.91 | 51.2% | 130 | 41.5% | -0.05 | 0.45 | — | — | — |
| — | — | — | 23.13 | +0.88 | 46.2% | 135 | 40.1% | -0.09 | 0.80 | — | — | — |
| — | — | — | 20.40 | +0.86 | 44.0% | 138 | 38.0% | -0.11 | 1.00 | — | — | — |
| — | — | — | 19.43 | +0.85 | 42.6% | 139 | 39.7% | -0.14 | 1.31 | — | — | — |
| — | — | — | 18.58 | +0.84 | 42.3% | 140 | 35.5% | -0.13 | 1.06 | — | — | — |
| — | — | — | 17.85 | +0.82 | 42.8% | 141 | 42.1% | -0.18 | 1.94 | — | — | — |
| — | — | — | 16.93 | +0.81 | 41.7% | 142 | 31.9% | -0.13 | 1.01 | — | — | — |
| — | — | — | 16.18 | +0.79 | 41.8% | 143 | 40.7% | -0.20 | 2.22 | — | — | — |
| — | — | — | 15.38 | +0.78 | 41.4% | 144 | 35.1% | -0.19 | 1.74 | — | — | — |
| — | — | — | 14.60 | +0.76 | 41.1% | 145 | 38.7% | -0.23 | 2.45 | — | — | — |
| — | — | — | 13.95 | +0.74 | 41.5% | 146 | 36.8% | -0.24 | 2.45 | — | — | — |
| — | — | — | 13.33 | +0.72 | 42.0% | 147 | 37.9% | -0.26 | 2.90 | — | — | — |
| — | — | — | 12.45 | +0.71 | 40.6% | 148 | 37.9% | -0.28 | 3.21 | — | — | — |
| — | — | — | 11.95 | +0.69 | 41.6% | 149 | 38.1% | -0.30 | 3.56 | — | — | — |
| — | — | — | 11.13 | +0.67 | 40.5% | 150 | 36.3% | -0.32 | 3.63 | — | — | — |
| — | — | — | 9.43 | +0.62 | 39.3% | 152.5 | 38.1% | -0.38 | 4.90 | — | — | — |
| — | — | — | 7.95 | +0.56 | 38.7% | 155 | 33.5% | -0.43 | 5.20 | — | — | — |
| — | — | — | 6.45 | +0.51 | 37.1% | 157.5 | 37.1% | -0.49 | 7.13 | — | — | — |
| — | — | — | 5.63 | +0.45 | 38.6% | 160 | 33.7% | -0.56 | 7.93 | — | — | — |
| — | — | — | 4.80 | +0.40 | 39.3% | 162.5 | 32.6% | -0.63 | 9.30 | — | — | — |
| — | — | — | 3.72 | +0.34 | 37.8% | 165 | 35.4% | -0.67 | 11.50 | — | — | — |
| — | — | — | 2.69 | +0.28 | 35.7% | 167.5 | 34.9% | -0.72 | 13.25 | — | — | — |
| — | — | — | 1.83 | +0.22 | 33.5% | 170 | 34.2% | -0.78 | 15.10 | — | — | — |
| — | — | — | 1.33 | +0.17 | 32.9% | 172.5 | 33.3% | -0.83 | 17.05 | — | — | — |
| — | — | — | 1.41 | +0.17 | 36.7% | 175 | 31.9% | -0.87 | 19.08 | — | — | — |
| — | — | — | 1.04 | +0.13 | 36.2% | 177.5 | 30.5% | -0.91 | 21.23 | — | — | — |
| — | — | — | 0.66 | +0.09 | 34.5% | 180 | 26.7% | -0.96 | 23.38 | — | — | — |
| — | — | — | 0.89 | +0.11 | 39.9% | 182.5 | 23.2% | -0.99 | 25.73 | — | — | — |
| — | — | — | 0.47 | +0.07 | 36.5% | 185 | — | — | 28.13 | — | — | — |
| — | — | — | 0.77 | +0.09 | 43.4% | 187.5 | 31.4% | -0.97 | 30.83 | — | — | — |
| — | — | — | 0.38 | +0.05 | 39.2% | 190 | 32.1% | -0.98 | 33.30 | — | — | — |
| — | — | — | 0.38 | +0.05 | 41.3% | 192.5 | — | — | 35.60 | — | — | — |
| — | — | — | 0.12 | +0.02 | 35.7% | 195 | 37.0% | -0.98 | 38.33 | — | — | — |
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.