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 | |
| — | — | — | 27.00 | +0.97 | 60.6% | 130 | — | |||||
| — | — | — | 22.05 | +0.96 | 52.6% | 135 | — | |||||
| — | — | — | 19.40 | +0.92 | 57.3% | 138 | 52.2% | -0.06 | 0.39 | — | — | — |
| — | — | — | 18.52 | +0.91 | 57.6% | 139 | 50.2% | -0.07 | 0.40 | — | — | — |
| — | — | — | 17.53 | +0.90 | 55.3% | 140 | 49.8% | -0.08 | 0.47 | — | — | — |
| — | — | — | 16.28 | +0.92 | 46.9% | 141 | 46.3% | -0.08 | 0.43 | — | — | — |
| — | — | — | 15.63 | +0.88 | 52.2% | 142 | 57.0% | -0.14 | 1.06 | — | — | — |
| — | — | — | 14.53 | +0.89 | 47.6% | 143 | 53.5% | -0.14 | 1.02 | — | — | — |
| — | — | — | 13.63 | +0.87 | 46.9% | 144 | 47.1% | -0.13 | 0.81 | — | — | — |
| — | — | — | 12.73 | +0.86 | 46.0% | 145 | 46.5% | -0.14 | 0.93 | — | — | — |
| — | — | — | 11.85 | +0.84 | 45.1% | 146 | 42.5% | -0.15 | 0.86 | — | — | — |
| — | — | — | 11.33 | +0.80 | 49.2% | 147 | 40.7% | -0.16 | 0.92 | — | — | — |
| — | — | — | 10.13 | +0.80 | 43.4% | 148 | 35.2% | -0.15 | 0.75 | — | — | — |
| — | — | — | 9.33 | +0.78 | 43.0% | 149 | 41.4% | -0.22 | 1.38 | — | — | — |
| — | — | — | 8.78 | +0.74 | 45.2% | 150 | 39.0% | -0.24 | 1.44 | — | — | — |
| — | — | — | 6.73 | +0.67 | 41.3% | 152.5 | 39.2% | -0.32 | 2.20 | — | — | — |
| — | — | — | 4.88 | +0.59 | 37.9% | 155 | 37.3% | -0.41 | 2.99 | — | — | — |
| — | — | — | 3.61 | +0.49 | 37.9% | 157.5 | 37.9% | -0.51 | 4.28 | — | — | — |
| — | — | — | 2.55 | +0.39 | 37.6% | 160 | 39.9% | -0.61 | 5.95 | — | — | — |
| — | — | — | 1.84 | +0.30 | 38.5% | 162.5 | 35.6% | -0.72 | 7.25 | — | — | — |
| — | — | — | 1.12 | +0.21 | 36.9% | 165 | 36.8% | -0.79 | 9.28 | — | — | — |
| — | — | — | 0.58 | +0.13 | 34.7% | 167.5 | 32.8% | -0.88 | 11.15 | — | — | — |
| — | — | — | 0.41 | +0.10 | 36.3% | 170 | 31.1% | -0.94 | 13.38 | — | — | — |
| — | — | — | 0.48 | +0.10 | 42.7% | 172.5 | 34.3% | -0.95 | 15.85 | — | — | — |
| — | — | — | 0.33 | +0.07 | 43.4% | 175 | 43.4% | -0.93 | 18.50 | — | — | — |
| — | 177.5 | 35.3% | -0.98 | 20.73 | — | — | — | |||||
| — | — | — | 0.10 | +0.03 | 41.7% | 180 | 31.1% | -1.00 | 23.18 | — | — | — |
| — | 182.5 | 38.3% | -0.99 | 25.70 | — | — | — | |||||
| — | 185 | — | — | 28.15 | — | — | — | |||||
| — | 187.5 | — | — | 30.60 | — | — | — | |||||
| — | 190 | 41.8% | -1.00 | 33.18 | — | — | — | |||||
| — | 192.5 | 49.8% | -0.99 | 35.70 | — | — | — | |||||
| — | 195 | 52.5% | -0.99 | 38.20 | — | — | — | |||||
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.