Spot 615.73
· 327 contratti su 5 scadenze
· fonte storico
· catturata 02/10 08:33 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 | |
| — | — | — | 126.28 | +0.93 | 55.6% | 495 | 55.3% | -0.07 | 2.98 | — | — | — |
| — | — | — | 112.05 | +0.91 | 52.7% | 510 | 53.7% | -0.09 | 4.10 | — | — | — |
| — | — | — | 98.78 | +0.88 | 52.0% | 525 | 52.5% | -0.12 | 5.73 | — | — | — |
| — | — | — | 86.28 | +0.84 | 51.8% | 540 | 51.6% | -0.16 | 7.95 | — | — | — |
| — | — | — | 82.13 | +0.83 | 51.4% | 545 | 51.3% | -0.17 | 8.85 | — | — | — |
| — | — | — | 77.83 | +0.81 | 50.5% | 550 | 51.3% | -0.19 | 9.98 | — | — | — |
| — | — | — | 66.88 | +0.76 | 50.9% | 565 | 50.4% | -0.24 | 13.38 | — | — | — |
| — | — | — | 62.75 | +0.74 | 49.8% | 570 | 50.3% | -0.26 | 14.80 | — | — | — |
| — | — | — | 60.05 | +0.72 | 51.0% | 575 | 50.3% | -0.28 | 16.40 | — | — | — |
| — | — | — | 55.98 | +0.70 | 49.7% | 580 | 50.1% | -0.30 | 18.00 | — | — | — |
| — | — | — | 52.65 | +0.68 | 49.5% | 585 | 50.1% | -0.32 | 19.83 | — | — | — |
| — | — | — | 49.60 | +0.66 | 49.5% | 590 | 50.1% | -0.34 | 21.73 | — | — | — |
| — | — | — | 46.53 | +0.63 | 49.4% | 595 | 50.0% | -0.37 | 23.68 | — | — | — |
| — | — | — | 43.68 | +0.61 | 49.4% | 600 | 51.1% | -0.39 | 26.60 | — | — | — |
| — | — | — | 41.23 | +0.59 | 49.8% | 605 | 50.0% | -0.41 | 28.13 | — | — | — |
| — | — | — | 38.67 | +0.57 | 49.9% | 610 | 50.7% | -0.43 | 31.00 | — | — | — |
| — | — | — | 36.23 | +0.54 | 49.9% | 615 | 49.9% | -0.46 | 33.00 | — | — | — |
| — | — | — | 33.70 | +0.52 | 49.7% | 620 | 50.7% | -0.48 | 36.15 | — | — | — |
| — | — | — | 31.67 | +0.50 | 50.0% | 625 | 50.7% | -0.50 | 38.90 | — | — | — |
| — | — | — | 29.43 | +0.47 | 49.9% | 630 | 50.5% | -0.52 | 41.60 | — | — | — |
| — | — | — | 27.18 | +0.45 | 49.6% | 635 | 50.5% | -0.55 | 44.58 | — | — | — |
| — | — | — | 25.68 | +0.43 | 50.2% | 640 | 50.4% | -0.57 | 47.55 | — | — | — |
| — | — | — | 23.65 | +0.41 | 49.9% | 645 | 50.5% | -0.59 | 50.78 | — | — | — |
| — | — | — | 21.95 | +0.39 | 50.0% | 650 | 51.0% | -0.61 | 54.40 | — | — | — |
| — | — | — | 20.15 | +0.37 | 49.7% | 655 | 51.0% | -0.63 | 57.78 | — | — | — |
| — | — | — | 18.88 | +0.35 | 50.1% | 660 | 48.4% | -0.66 | 59.55 | — | — | — |
| — | — | — | 17.48 | +0.33 | 50.2% | 665 | 49.3% | -0.68 | 63.72 | — | — | — |
| — | — | — | 16.78 | +0.31 | 51.2% | 670 | 49.8% | -0.69 | 67.65 | — | — | — |
| — | — | — | 14.95 | +0.29 | 50.3% | 675 | 50.2% | -0.71 | 71.65 | — | — | — |
| — | — | — | 13.83 | +0.27 | 50.4% | 680 | 50.1% | -0.73 | 75.40 | — | — | — |
| — | — | — | 12.18 | +0.25 | 49.5% | 685 | 49.2% | -0.75 | 78.78 | — | — | — |
| — | — | — | 10.05 | +0.21 | 50.9% | 700 | 50.9% | -0.79 | 91.83 | — | — | — |
| — | — | — | 9.23 | +0.20 | 50.9% | 705 | 50.7% | -0.80 | 95.90 | — | — | — |
| — | — | — | 6.95 | +0.16 | 50.6% | 720 | 51.3% | -0.84 | 109.00 | — | — | — |
| — | — | — | 5.85 | +0.14 | 50.8% | 730 | 51.8% | -0.86 | 117.98 | — | — | — |
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.