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 | |
| — | — | — | 33.05 | +0.93 | 54.2% | 135 | 58.8% | -0.09 | 1.23 | — | — | — |
| — | — | — | 27.83 | +0.93 | 43.7% | 140 | 52.2% | -0.10 | 1.32 | — | — | — |
| — | — | — | 24.05 | +0.86 | 50.1% | 145 | 49.3% | -0.14 | 1.81 | — | — | — |
| — | — | — | 21.53 | +0.82 | 49.2% | 148 | 48.8% | -0.17 | 2.33 | — | — | — |
| — | — | — | 20.78 | +0.81 | 49.4% | 149 | 47.9% | -0.18 | 2.43 | — | — | — |
| — | — | — | 19.93 | +0.80 | 48.8% | 150 | 47.6% | -0.19 | 2.63 | — | — | — |
| — | — | — | 18.00 | +0.77 | 48.2% | 152.5 | 45.8% | -0.22 | 3.00 | — | — | — |
| — | — | — | 15.95 | +0.74 | 46.4% | 155 | 47.7% | -0.27 | 4.00 | — | — | — |
| — | — | — | 14.45 | +0.69 | 47.4% | 157.5 | 43.5% | -0.29 | 4.15 | — | — | — |
| — | — | — | 13.08 | +0.65 | 48.5% | 160 | 46.5% | -0.35 | 5.58 | — | — | — |
| — | — | — | 11.10 | +0.61 | 45.5% | 162.5 | 46.2% | -0.39 | 6.58 | — | — | — |
| — | — | — | 10.05 | +0.56 | 47.1% | 165 | 44.7% | -0.43 | 7.45 | — | — | — |
| — | — | — | 8.68 | +0.52 | 46.3% | 167.5 | 46.3% | -0.48 | 9.03 | — | — | — |
| — | — | — | 7.55 | +0.48 | 46.2% | 170 | 45.8% | -0.53 | 10.33 | — | — | — |
| — | — | — | 6.50 | +0.43 | 46.0% | 172.5 | 43.2% | -0.58 | 11.33 | — | — | — |
| — | — | — | 5.83 | +0.39 | 47.2% | 175 | 45.3% | -0.61 | 13.33 | — | — | — |
| — | — | — | 4.65 | +0.34 | 45.1% | 177.5 | 43.3% | -0.66 | 14.68 | — | — | — |
| — | — | — | 4.40 | +0.32 | 47.8% | 180 | 43.3% | -0.70 | 16.50 | — | — | — |
| — | — | — | 3.44 | +0.27 | 45.8% | 182.5 | 44.6% | -0.73 | 18.60 | — | — | — |
| — | — | — | 2.76 | +0.23 | 44.8% | 185 | 43.9% | -0.77 | 20.48 | — | — | — |
| — | — | — | 1.72 | +0.17 | 43.2% | 190 | 42.9% | -0.84 | 24.53 | — | — | — |
| — | — | — | 1.45 | +0.14 | 46.3% | 195 | 45.6% | -0.87 | 29.23 | — | — | — |
| — | — | — | 0.87 | +0.09 | 44.9% | 200 | 45.8% | -0.90 | 33.80 | — | — | — |
| — | — | — | 0.46 | +0.06 | 42.9% | 205 | 47.7% | -0.92 | 38.60 | — | — | — |
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.