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 | |
| — | 59.60 | 64.70 | 62.15 | — | — | 465 | — | — | 8.30 | 7.45 | 9.15 | — |
| — | 55.80 | 58.40 | 57.10 | — | — | 470 | — | — | 9.65 | 9.35 | 9.95 | — |
| — | 52.15 | 54.70 | 53.42 | — | — | 475 | — | — | 11.10 | 10.40 | 11.80 | — |
| — | 48.60 | 51.10 | 49.85 | — | — | 480 | — | — | 12.30 | 11.70 | 12.90 | — |
| — | 45.25 | 47.65 | 46.45 | — | — | 485 | — | — | 13.80 | 12.75 | 14.85 | — |
| — | 42.00 | 46.60 | 44.30 | — | — | 490 | — | — | 15.80 | 15.00 | 16.60 | — |
| — | 38.95 | 41.00 | 39.98 | — | — | 495 | — | — | 17.45 | 16.95 | 17.95 | — |
| — | 36.25 | 38.10 | 37.17 | — | — | 500 | — | — | 19.82 | 19.05 | 20.60 | — |
| — | 33.25 | 35.20 | 34.23 | — | — | 505 | — | — | 21.90 | 21.05 | 22.75 | — |
| — | 30.60 | 32.50 | 31.55 | — | — | 510 | — | — | 24.25 | 23.40 | 25.10 | — |
| — | 28.55 | 29.90 | 29.23 | +0.54 | 48.7% | 515 | 48.7% | -0.46 | 26.40 | 25.85 | 26.95 | — |
| — | 24.15 | 27.70 | 25.93 | — | — | 520 | — | — | 29.02 | 28.20 | 29.85 | — |
| — | 22.05 | 26.50 | 24.27 | — | — | 525 | — | — | 31.88 | 30.70 | 33.05 | — |
| — | 22.00 | 22.95 | 22.48 | — | — | 530 | — | — | 34.75 | 33.50 | 36.00 | — |
| — | 19.95 | 20.95 | 20.45 | — | — | 535 | — | — | 37.83 | 36.55 | 39.10 | — |
| — | 18.20 | 19.05 | 18.62 | — | — | 540 | — | — | 41.00 | 39.70 | 42.30 | — |
| — | 16.30 | 17.70 | 17.00 | — | — | 545 | — | — | 44.27 | 43.15 | 45.40 | — |
| — | 14.85 | 15.80 | 15.32 | — | — | 550 | — | — | 47.60 | 45.95 | 49.25 | — |
| — | 13.35 | 14.40 | 13.88 | — | — | 555 | — | — | 51.55 | 50.10 | 53.00 | — |
| — | 12.10 | 13.00 | 12.55 | — | — | 560 | — | — | 55.17 | 53.50 | 56.85 | — |
| — | 10.95 | 11.80 | 11.38 | — | — | 565 | — | — | 58.70 | 56.75 | 60.65 | — |
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.