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 | |
| — | — | — | 48.15 | +0.93 | 97.4% | 190 | 65.0% | -0.02 | 0.17 | — | — | — |
| — | — | — | 42.75 | +0.94 | 81.1% | 195 | 52.3% | -0.01 | 0.08 | — | — | — |
| — | — | — | 40.33 | +0.93 | 78.4% | 197.5 | 50.8% | -0.01 | 0.10 | — | — | — |
| — | — | — | 38.28 | +0.91 | 81.6% | 200 | 50.2% | -0.02 | 0.14 | — | — | — |
| — | — | — | 35.28 | +0.92 | 69.0% | 202.5 | 54.8% | -0.04 | 0.34 | — | — | — |
| — | — | — | 32.80 | +0.92 | 65.2% | 205 | 47.3% | -0.03 | 0.22 | — | — | — |
| — | — | — | 29.68 | +0.95 | 48.7% | 207.5 | 47.7% | -0.04 | 0.34 | — | — | — |
| — | — | — | 28.18 | +0.89 | 62.2% | 210 | 44.9% | -0.05 | 0.37 | — | — | — |
| — | — | — | 25.40 | +0.90 | 54.0% | 212.5 | 44.9% | -0.07 | 0.54 | — | — | — |
| — | — | — | 22.53 | +0.91 | 44.4% | 215 | 42.7% | -0.08 | 0.63 | — | — | — |
| — | — | — | 20.58 | +0.87 | 47.6% | 217.5 | 39.7% | -0.09 | 0.69 | — | — | — |
| — | — | — | 18.25 | +0.85 | 45.0% | 220 | 41.9% | -0.14 | 1.17 | — | — | — |
| — | — | — | 16.45 | +0.80 | 47.1% | 222.5 | 41.3% | -0.17 | 1.54 | — | — | — |
| — | — | — | 14.00 | +0.78 | 42.4% | 225 | 40.4% | -0.21 | 1.97 | — | — | — |
| — | — | — | 12.53 | +0.72 | 45.1% | 227.5 | 41.6% | -0.27 | 2.78 | — | — | — |
| — | — | — | 10.20 | +0.68 | 40.4% | 230 | 41.6% | -0.32 | 3.58 | — | — | — |
| — | — | — | 9.10 | +0.61 | 43.5% | 232.5 | 39.8% | -0.38 | 4.25 | — | — | — |
| — | — | — | 7.13 | +0.56 | 39.7% | 235 | 41.2% | -0.44 | 5.55 | — | — | — |
| — | — | — | 5.95 | +0.50 | 40.2% | 237.5 | 40.2% | -0.50 | 6.65 | — | — | — |
| — | — | — | 5.15 | +0.44 | 42.1% | 240 | 40.5% | -0.57 | 8.10 | — | — | — |
| — | — | — | 4.13 | +0.38 | 41.7% | 242.5 | 39.1% | -0.63 | 9.45 | — | — | — |
| — | — | — | 3.15 | +0.32 | 40.5% | 245 | 42.5% | -0.67 | 11.63 | — | — | — |
| — | — | — | 2.40 | +0.26 | 39.9% | 247.5 | 38.7% | -0.74 | 12.95 | — | — | — |
| — | — | — | 1.97 | +0.22 | 40.9% | 250 | 38.3% | -0.79 | 14.88 | — | — | — |
| — | — | — | 1.62 | +0.19 | 41.9% | 252.5 | 48.4% | -0.78 | 18.05 | — | — | — |
| — | — | — | 1.48 | +0.17 | 44.4% | 255 | 39.1% | -0.87 | 19.20 | — | — | — |
| — | — | — | 1.06 | +0.13 | 43.3% | 257.5 | 41.7% | -0.88 | 21.63 | — | — | — |
| — | — | — | 0.78 | +0.10 | 43.0% | 260 | 54.4% | -0.84 | 24.93 | — | — | — |
| — | — | — | 0.60 | +0.08 | 43.3% | 262.5 | 35.9% | -0.96 | 25.95 | — | — | — |
| — | — | — | 0.41 | +0.06 | 42.5% | 265 | 34.4% | -0.97 | 28.33 | — | — | — |
| — | — | — | 0.42 | +0.06 | 45.5% | 267.5 | 40.5% | -0.96 | 30.93 | — | — | — |
| — | — | — | 0.26 | +0.04 | 43.9% | 270 | 42.0% | -0.97 | 33.40 | — | — | — |
| — | — | — | 0.11 | +0.02 | 42.6% | 275 | 38.3% | -0.99 | 38.25 | — | — | — |
| — | — | — | 0.09 | +0.01 | 45.6% | 280 | 51.3% | -0.97 | 43.40 | — | — | — |
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.