Spot 236.28
· 198 contratti su 5 scadenze
· fonte storico
· catturata 14/10 07:02 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 | |
| — | — | — | 47.88 | +0.97 | 42.6% | 190 | 45.1% | -0.04 | 0.51 | — | — | — |
| — | — | — | 43.23 | +0.95 | 43.9% | 195 | 44.9% | -0.06 | 0.81 | — | — | — |
| — | — | — | 38.55 | +0.92 | 42.8% | 200 | 43.2% | -0.08 | 1.08 | — | — | — |
| — | — | — | 35.42 | +0.85 | 51.9% | 205 | 44.1% | -0.11 | 1.78 | — | — | — |
| — | — | — | 29.75 | +0.86 | 42.0% | 210 | 41.5% | -0.14 | 2.17 | — | — | — |
| — | — | — | 26.48 | +0.79 | 45.8% | 215 | 37.9% | -0.17 | 2.50 | — | — | — |
| — | — | — | 22.08 | +0.75 | 42.3% | 220 | 38.1% | -0.23 | 3.68 | — | — | — |
| — | — | — | 18.25 | +0.70 | 40.5% | 225 | 41.0% | -0.30 | 5.88 | — | — | — |
| — | — | — | 16.20 | +0.62 | 44.5% | 230 | 37.4% | -0.36 | 6.85 | — | — | — |
| — | — | — | 12.35 | +0.56 | 40.3% | 235 | 40.3% | -0.44 | 9.85 | — | — | — |
| — | — | — | 9.98 | +0.49 | 40.3% | 240 | 39.5% | -0.51 | 12.25 | — | — | — |
| — | — | — | 7.05 | +0.41 | 37.0% | 245 | 37.6% | -0.59 | 14.70 | — | — | — |
| — | — | — | 6.20 | +0.35 | 40.2% | 250 | 39.7% | -0.65 | 18.58 | — | — | — |
| — | — | — | 3.88 | +0.27 | 36.2% | 255 | 39.3% | -0.71 | 22.10 | — | — | — |
| — | — | — | 3.13 | +0.22 | 37.6% | 260 | 39.8% | -0.77 | 26.08 | — | — | — |
| — | — | — | 2.20 | +0.17 | 37.1% | 265 | 39.5% | -0.81 | 30.13 | — | — | — |
| — | — | — | 1.68 | +0.13 | 37.8% | 270 | 43.7% | -0.83 | 35.15 | — | — | — |
| — | — | — | 2.12 | +0.14 | 44.4% | 275 | 46.3% | -0.85 | 39.92 | — | — | — |
| — | — | — | 1.33 | +0.10 | 42.2% | 280 | 42.8% | -0.90 | 43.90 | — | — | — |
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.