Spot 516.13
· 214 contratti su 5 scadenze
· fonte ibkr + storico
· catturata 12/09 04:21 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 | |
| — | 51.65 | 53.40 | 52.52 | — | — | 465 | — | — | 1.19 | 1.10 | 1.27 | — |
| — | 49.15 | 51.35 | 50.25 | — | — | 467.5 | — | — | 1.36 | 1.30 | 1.43 | — |
| — | 46.95 | 48.70 | 47.83 | — | — | 470 | — | — | 1.56 | 1.50 | 1.63 | — |
| — | 44.65 | 46.75 | 45.70 | — | — | 472.5 | — | — | 1.77 | 1.71 | 1.84 | — |
| — | 42.70 | 44.05 | 43.38 | — | — | 475 | — | — | 1.99 | 1.89 | 2.08 | — |
| — | 40.20 | 42.25 | 41.23 | — | — | 477.5 | — | — | 2.31 | 2.21 | 2.41 | — |
| — | 38.05 | 40.05 | 39.05 | — | — | 480 | — | — | 2.62 | 2.54 | 2.70 | — |
| — | 35.95 | 37.95 | 36.95 | — | — | 482.5 | — | — | 3.02 | 2.88 | 3.15 | — |
| — | 33.90 | 35.50 | 34.70 | — | — | 485 | — | — | 3.42 | 3.30 | 3.55 | — |
| — | 32.25 | 33.35 | 32.80 | — | — | 487.5 | — | — | 3.88 | 3.70 | 4.05 | — |
| — | 30.20 | 31.40 | 30.80 | — | — | 490 | — | — | 4.33 | 4.20 | 4.45 | — |
| — | 28.05 | 29.70 | 28.88 | — | — | 492.5 | — | — | 4.92 | 4.75 | 5.10 | — |
| — | 26.45 | 27.55 | 27.00 | — | — | 495 | — | — | 5.50 | 5.35 | 5.65 | — |
| — | 24.70 | 25.55 | 25.12 | — | — | 497.5 | — | — | 6.22 | 6.00 | 6.45 | — |
| — | 22.90 | 25.25 | 24.07 | +0.56 | 48.5% | 500 | — | — | 6.88 | 6.75 | 7.00 | — |
| — | 21.40 | 22.25 | 21.82 | — | — | 502.5 | — | — | 7.78 | 7.55 | 8.00 | — |
| — | 19.60 | 21.95 | 20.77 | — | — | 505 | — | — | 8.65 | 8.45 | 8.85 | — |
| — | 18.10 | 18.85 | 18.48 | — | — | 507.5 | — | — | 9.62 | 9.35 | 9.90 | — |
| — | 16.70 | 17.40 | 17.05 | — | — | 510 | — | — | 10.70 | 10.45 | 10.95 | — |
| — | 15.30 | 15.90 | 15.60 | — | — | 512.5 | — | — | 11.72 | 11.55 | 11.90 | — |
| — | 14.05 | 14.70 | 14.38 | — | — | 515 | — | — | 12.90 | 12.65 | 13.15 | — |
| — | 12.80 | 13.50 | 13.15 | +0.38 | 47.5% | 517.5 | — | — | 14.18 | 13.95 | 14.40 | — |
| — | 11.75 | 12.20 | 11.97 | — | — | 520 | — | — | 15.50 | 15.25 | 15.75 | — |
| — | 10.55 | 11.10 | 10.82 | — | — | 522.5 | — | — | 16.93 | 16.55 | 17.30 | — |
| — | 9.60 | 10.10 | 9.85 | — | — | 525 | — | — | 18.45 | 18.10 | 18.80 | — |
| — | 8.70 | 9.10 | 8.90 | — | — | 527.5 | — | — | 20.00 | 19.60 | 20.40 | — |
| — | 7.90 | 8.25 | 8.07 | — | — | 530 | — | — | 21.62 | 21.20 | 22.05 | — |
| — | 7.00 | 7.50 | 7.25 | — | — | 532.5 | — | — | 23.38 | 22.90 | 23.85 | — |
| — | 6.25 | 6.75 | 6.50 | — | — | 535 | — | — | 24.35 | 23.20 | 25.50 | — |
| — | 5.60 | 6.05 | 5.83 | — | — | 537.5 | — | — | 27.27 | 26.50 | 28.05 | — |
| — | 5.05 | 5.45 | 5.25 | — | — | 540 | — | — | 28.48 | 26.95 | 30.00 | — |
| — | 4.45 | 4.85 | 4.65 | — | — | 542.5 | — | — | 30.40 | 28.85 | 31.95 | — |
| — | 4.00 | 4.30 | 4.15 | — | — | 545 | — | — | 32.90 | 31.90 | 33.90 | — |
| — | 3.50 | 3.90 | 3.70 | — | — | 547.5 | — | — | 34.95 | 33.90 | 36.00 | — |
| — | 3.15 | 3.45 | 3.30 | — | — | 550 | — | — | 36.73 | 36.00 | 37.45 | — |
| — | 2.81 | 3.05 | 2.93 | — | — | 552.5 | — | — | 39.17 | 37.95 | 40.40 | — |
| — | 2.48 | 2.70 | 2.59 | — | — | 555 | — | — | 41.33 | 40.05 | 42.60 | — |
| — | 2.20 | 2.42 | 2.31 | — | — | 557.5 | — | — | 43.55 | 42.30 | 44.80 | — |
| — | 1.95 | 2.10 | 2.02 | — | — | 560 | — | — | 45.77 | 44.55 | 47.00 | — |
| — | 1.69 | 1.87 | 1.78 | — | — | 562.5 | — | — | 48.08 | 46.80 | 49.35 | — |
| — | 1.52 | 1.65 | 1.58 | — | — | 565 | — | — | 50.35 | 49.05 | 51.65 | — |
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.