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 | |
| — | — | — | 46.85 | +0.99 | 112.6% | 190 | 94.7% | -0.00 | 0.03 | — | — | — |
| — | — | — | 42.20 | +0.96 | 127.0% | 195 | 106.3% | -0.02 | 0.17 | — | — | — |
| — | — | — | 38.05 | +0.91 | 144.1% | 200 | 71.3% | -0.00 | 0.02 | — | — | — |
| — | — | — | 32.70 | +0.92 | 117.9% | 205 | 79.9% | -0.02 | 0.14 | — | — | — |
| — | — | — | 27.18 | +0.94 | 85.3% | 210 | 58.7% | -0.01 | 0.05 | — | — | — |
| — | — | — | 22.75 | +0.89 | 88.6% | 215 | 53.8% | -0.02 | 0.10 | — | — | — |
| — | — | — | 20.25 | +0.88 | 80.8% | 217.5 | 55.1% | -0.04 | 0.21 | — | — | — |
| — | — | — | 17.33 | +0.91 | 62.6% | 220 | 45.4% | -0.04 | 0.14 | — | — | — |
| — | — | — | 14.95 | +0.88 | 58.3% | 222.5 | 48.1% | -0.07 | 0.35 | — | — | — |
| — | — | — | 13.40 | +0.80 | 68.5% | 225 | 46.8% | -0.11 | 0.55 | — | — | — |
| — | — | — | 11.38 | +0.75 | 66.7% | 227.5 | 47.1% | -0.17 | 0.94 | — | — | — |
| — | — | — | 8.25 | +0.75 | 47.6% | 230 | 46.3% | -0.24 | 1.43 | — | — | — |
| — | — | — | 6.43 | +0.67 | 46.7% | 232.5 | 46.7% | -0.33 | 2.20 | — | — | — |
| — | — | — | 4.93 | +0.58 | 47.0% | 235 | 43.5% | -0.42 | 2.91 | — | — | — |
| — | — | — | 3.43 | +0.48 | 44.3% | 237.5 | 44.3% | -0.52 | 4.20 | — | — | — |
| — | — | — | 2.51 | +0.38 | 45.6% | 240 | 45.8% | -0.62 | 5.80 | — | — | — |
| — | — | — | 1.80 | +0.29 | 46.7% | 242.5 | 50.2% | -0.69 | 7.83 | — | — | — |
| — | — | — | 1.19 | +0.21 | 46.5% | 245 | 46.8% | -0.78 | 9.48 | — | — | — |
| — | — | — | 0.74 | +0.15 | 46.0% | 247.5 | 52.1% | -0.82 | 11.83 | — | — | — |
| — | — | — | 0.53 | +0.11 | 48.0% | 250 | 55.4% | -0.86 | 14.13 | — | — | — |
| — | — | — | 0.35 | +0.08 | 48.8% | 252.5 | 67.6% | -0.85 | 16.90 | — | — | — |
| — | — | — | 0.24 | +0.05 | 50.2% | 255 | 72.3% | -0.86 | 19.30 | — | — | — |
| — | — | — | 0.17 | +0.04 | 51.8% | 257.5 | — | — | 20.63 | — | — | — |
| — | — | — | 0.16 | +0.03 | 56.0% | 260 | 91.5% | -0.86 | 24.60 | — | — | — |
| — | — | — | 0.09 | +0.02 | 55.3% | 262.5 | — | — | 25.55 | — | — | — |
| — | — | — | 0.14 | +0.03 | 63.8% | 265 | 102.3% | -0.88 | 29.53 | — | — | — |
| — | — | — | 0.07 | +0.02 | 61.5% | 267.5 | — | — | 30.50 | — | — | — |
| — | — | — | 0.06 | +0.01 | 64.1% | 270 | — | — | 33.20 | — | — | — |
| — | — | — | 0.06 | +0.01 | 68.0% | 272.5 | 103.9% | -0.93 | 36.48 | — | — | — |
| — | — | — | 0.03 | +0.01 | 66.0% | 275 | 98.1% | -0.95 | 38.70 | — | — | — |
| — | — | — | 0.02 | +0.00 | 69.8% | 280 | 124.0% | -0.92 | 44.13 | — | — | — |
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.