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 | |
| — | 54.05 | 56.25 | 55.15 | — | — | 465 | — | — | 3.45 | 3.35 | 3.55 | — |
| 10 | 51.90 | 54.10 | 53.00 | — | — | 467.5 | — | — | 3.77 | 3.65 | 3.90 | — |
| — | 49.80 | 51.95 | 50.88 | — | — | 470 | — | — | 4.17 | 4.05 | 4.30 | — |
| — | 47.75 | 50.95 | 49.35 | — | — | 472.5 | — | — | 4.55 | 4.35 | 4.75 | — |
| — | 45.70 | 47.75 | 46.73 | — | — | 475 | — | — | 5.05 | 4.85 | 5.25 | — |
| — | 43.70 | 45.75 | 44.73 | — | — | 477.5 | — | — | 5.33 | 4.95 | 5.70 | — |
| — | 41.75 | 46.70 | 44.23 | — | — | 480 | — | — | 6.05 | 5.50 | 6.60 | — |
| — | 39.85 | 41.75 | 40.80 | — | — | 482.5 | — | — | 6.58 | 6.00 | 7.15 | — |
| — | 38.00 | 41.00 | 39.50 | — | — | 485 | — | — | 7.33 | 7.00 | 7.65 | — |
| — | 36.15 | 37.95 | 37.05 | — | — | 487.5 | — | — | 7.80 | 7.60 | 8.00 | — |
| — | 34.85 | 35.85 | 35.35 | — | — | 490 | — | — | 8.50 | 8.30 | 8.70 | — |
| — | 33.05 | 34.35 | 33.70 | — | — | 492.5 | — | — | 9.07 | 8.70 | 9.45 | — |
| — | 31.40 | 33.80 | 32.60 | — | — | 495 | — | — | 10.00 | 9.50 | 10.50 | — |
| — | 28.25 | 30.75 | 29.50 | — | — | 497.5 | — | — | 10.88 | 10.65 | 11.10 | — |
| — | 28.15 | 29.10 | 28.62 | — | — | 500 | — | — | 11.78 | 11.55 | 12.00 | — |
| — | 26.60 | 27.55 | 27.07 | — | — | 502.5 | — | — | 12.70 | 12.50 | 12.90 | — |
| — | 25.10 | 26.10 | 25.60 | — | — | 505 | — | — | 13.70 | 13.45 | 13.95 | — |
| — | 23.60 | 24.65 | 24.12 | — | — | 507.5 | — | — | 14.78 | 14.55 | 15.00 | — |
| — | 22.30 | 23.25 | 22.77 | — | — | 510 | — | — | 15.88 | 15.65 | 16.10 | — |
| — | 20.90 | 21.95 | 21.43 | — | — | 512.5 | — | — | 17.05 | 16.80 | 17.30 | — |
| — | 19.60 | 20.50 | 20.05 | — | — | 515 | — | — | 18.25 | 18.00 | 18.50 | — |
| 7 | 18.50 | 19.40 | 18.95 | — | — | 517.5 | — | — | 19.55 | 19.25 | 19.85 | 1 |
| — | 17.30 | 18.10 | 17.70 | — | — | 520 | — | — | 20.88 | 20.60 | 21.15 | — |
| 7 | 14.85 | 17.05 | 15.95 | — | — | 522.5 | — | — | 22.43 | 21.75 | 23.10 | 4 |
| — | 15.25 | 15.85 | 15.55 | — | — | 525 | — | — | 23.73 | 23.30 | 24.15 | — |
| 8 | 14.25 | 14.85 | 14.55 | — | — | 527.5 | — | — | 25.07 | 24.55 | 25.60 | 3 |
| — | 13.15 | 13.90 | 13.53 | — | — | 530 | — | — | 25.45 | 23.70 | 27.20 | — |
| 5 | 12.30 | 12.85 | 12.57 | — | — | 532.5 | — | — | 28.32 | 27.85 | 28.80 | — |
| — | 11.40 | 12.05 | 11.72 | — | — | 535 | — | — | 29.20 | 28.10 | 30.30 | — |
| — | 10.65 | 11.25 | 10.95 | — | — | 537.5 | — | — | 30.20 | 28.35 | 32.05 | — |
| — | 9.90 | 10.40 | 10.15 | — | — | 540 | — | — | 34.05 | 32.75 | 35.35 | — |
| — | 9.10 | 9.85 | 9.47 | — | — | 542.5 | — | — | 35.33 | 34.15 | 36.50 | — |
| — | 8.45 | 9.00 | 8.72 | — | — | 545 | — | — | 36.75 | 35.10 | 38.40 | — |
| — | 7.80 | 8.35 | 8.07 | — | — | 547.5 | — | — | 39.20 | 38.15 | 40.25 | — |
| — | 7.50 | 7.70 | 7.60 | — | — | 550 | — | — | 41.17 | 40.20 | 42.15 | — |
| — | 6.65 | 7.15 | 6.90 | — | — | 552.5 | — | — | 41.30 | 39.05 | 43.55 | — |
| — | 6.15 | 6.65 | 6.40 | — | — | 555 | — | — | 44.80 | 43.40 | 46.20 | — |
| — | 5.60 | 6.10 | 5.85 | — | — | 557.5 | — | — | 46.83 | 45.35 | 48.30 | — |
| — | 5.20 | 5.70 | 5.45 | — | — | 560 | — | — | 48.95 | 47.50 | 50.40 | — |
| — | 4.80 | 5.25 | 5.03 | — | — | 562.5 | — | — | 50.95 | 49.35 | 52.55 | — |
| — | 4.40 | 4.85 | 4.62 | — | — | 565 | — | — | 53.08 | 51.45 | 54.70 | — |
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.