Spot 167.06
· 214 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 16/10 06:46 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 | |
| — | — | — | 31.88 | — | — | 135 | — | — | — | — | — | — |
| — | — | — | 28.50 | — | — | 138 | — | — | — | — | — | — |
| — | — | — | 28.15 | — | — | 139 | — | — | — | — | — | — |
| — | — | — | 26.93 | — | — | 140 | — | — | — | — | — | — |
| — | — | — | 26.10 | — | — | 141 | — | — | — | — | — | — |
| — | — | — | 25.10 | — | — | 142 | — | — | — | — | — | — |
| — | — | — | 24.03 | — | — | 143 | — | — | — | — | — | — |
| — | — | — | 23.13 | — | — | 144 | — | — | — | — | — | — |
| — | — | — | 22.10 | — | — | 145 | — | — | — | — | — | — |
| — | — | — | 20.85 | — | — | 146 | — | — | — | — | — | — |
| — | — | — | 20.20 | — | — | 147 | — | — | — | — | — | — |
| — | — | — | 19.15 | — | — | 148 | 46.6% | -0.04 | 0.22 | — | — | — |
| — | — | — | 18.25 | — | — | 149 | 44.1% | -0.04 | 0.21 | — | — | — |
| — | — | — | 16.98 | — | — | 150 | 43.6% | -0.05 | 0.25 | — | — | — |
| — | — | — | 14.95 | +0.98 | 30.1% | 152.5 | 43.4% | -0.08 | 0.43 | — | — | — |
| — | — | — | 12.58 | +0.94 | 31.3% | 155 | 43.2% | -0.12 | 0.70 | — | — | — |
| — | — | — | 10.38 | +0.88 | 33.0% | 157.5 | 38.7% | -0.15 | 0.82 | — | — | — |
| — | — | — | 8.28 | +0.81 | 33.0% | 160 | 38.2% | -0.22 | 1.28 | — | — | — |
| — | — | — | 6.98 | +0.69 | 39.5% | 162.5 | 31.3% | -0.27 | 1.36 | — | — | — |
| — | — | — | 5.43 | +0.60 | 39.7% | 165 | 45.4% | -0.41 | 3.63 | — | — | — |
| — | — | — | 3.78 | +0.51 | 36.6% | 167.5 | 36.6% | -0.49 | 3.90 | — | — | — |
| — | — | — | 2.47 | +0.40 | 34.4% | 170 | 35.7% | -0.60 | 5.23 | — | — | — |
| — | — | — | 1.69 | +0.30 | 34.8% | 172.5 | 36.6% | -0.69 | 6.98 | — | — | — |
| — | — | — | 1.06 | +0.21 | 34.3% | 175 | 38.1% | -0.76 | 8.98 | — | — | — |
| — | — | — | 0.71 | +0.15 | 35.3% | 177.5 | 38.4% | -0.83 | 11.03 | — | — | — |
| — | — | — | 0.41 | +0.10 | 34.9% | 180 | 39.9% | -0.87 | 13.28 | — | — | — |
| — | — | — | 0.24 | +0.06 | 35.1% | 182.5 | 50.7% | -0.85 | 16.10 | — | — | — |
| — | 185 | 53.2% | -0.88 | 18.45 | — | — | — | |||||
| — | — | — | 1.08 | +0.14 | 62.8% | 187.5 | 52.9% | -0.91 | 20.70 | — | — | — |
| — | 190 | 56.9% | -0.92 | 23.18 | — | — | — | |||||
| — | 192.5 | 59.1% | -0.93 | 25.60 | — | — | — | |||||
| — | 195 | 71.5% | -0.90 | 28.43 | — | — | — | |||||
| — | 197.5 | 82.6% | -0.89 | 31.25 | — | — | — | |||||
| — | 200 | 86.0% | -0.89 | 33.70 | — | — | — | |||||
| — | 202.5 | 92.4% | -0.89 | 36.30 | — | — | — | |||||
| — | 205 | 94.4% | -0.90 | 38.70 | — | — | — | |||||
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.