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 | |
| — | — | — | 122.98 | +0.95 | 91.1% | 495 | 71.0% | -0.02 | 0.39 | — | — | — |
| — | — | — | 115.35 | +0.95 | 84.5% | 502.5 | 68.2% | -0.02 | 0.45 | — | — | — |
| — | — | — | 107.93 | +0.95 | 80.4% | 510 | 62.8% | -0.02 | 0.40 | — | — | — |
| — | — | — | 100.65 | +0.94 | 77.5% | 517.5 | 64.0% | -0.03 | 0.68 | — | — | — |
| — | — | — | 93.35 | +0.94 | 74.2% | 525 | 58.9% | -0.03 | 0.64 | — | — | — |
| — | — | — | 84.88 | +0.96 | 59.7% | 532.5 | 56.9% | -0.04 | 0.81 | — | — | — |
| — | — | — | 77.15 | +0.96 | 52.3% | 540 | 54.7% | -0.05 | 1.00 | — | — | — |
| — | 565 | 49.7% | -0.11 | 2.53 | — | — | — | |||||
| — | — | — | 49.53 | +0.87 | 49.5% | 570 | 49.0% | -0.13 | 3.08 | — | — | — |
| — | — | — | 47.98 | +0.84 | 52.1% | 572.5 | 48.8% | -0.15 | 3.43 | — | — | — |
| — | — | — | 45.60 | +0.83 | 50.6% | 575 | 48.5% | -0.16 | 3.78 | — | — | — |
| — | — | — | 43.68 | +0.82 | 50.9% | 577.5 | 48.3% | -0.17 | 4.20 | — | — | — |
| — | — | — | 41.00 | +0.81 | 48.1% | 580 | 48.0% | -0.19 | 4.63 | — | — | — |
| — | — | — | 39.63 | +0.79 | 50.4% | 582.5 | 48.5% | -0.21 | 5.28 | — | — | — |
| — | — | — | 37.80 | +0.77 | 50.6% | 585 | 47.8% | -0.22 | 5.68 | — | — | — |
| — | — | — | 36.15 | +0.75 | 51.2% | 587.5 | 47.7% | -0.24 | 6.30 | — | — | — |
| — | — | — | 33.35 | +0.74 | 47.8% | 590 | 47.7% | -0.26 | 6.95 | — | — | — |
| — | — | — | 32.03 | +0.72 | 49.3% | 592.5 | 47.5% | -0.28 | 7.63 | — | — | — |
| — | — | — | 30.70 | +0.69 | 50.5% | 595 | 47.5% | -0.30 | 8.40 | — | — | — |
| — | — | — | 28.30 | +0.68 | 48.2% | 597.5 | 47.2% | -0.32 | 9.15 | — | — | — |
| — | — | — | 26.68 | +0.66 | 48.1% | 600 | 47.2% | -0.34 | 10.03 | — | — | — |
| — | — | — | 25.20 | +0.64 | 48.4% | 602.5 | 47.6% | -0.36 | 11.08 | — | — | — |
| — | — | — | 23.45 | +0.62 | 47.6% | 605 | 47.2% | -0.38 | 11.95 | — | — | — |
| — | — | — | 21.85 | +0.60 | 47.2% | 607.5 | 47.2% | -0.40 | 13.00 | — | — | — |
| — | — | — | 20.73 | +0.57 | 48.0% | 610 | 47.3% | -0.43 | 14.13 | — | — | — |
| — | — | — | 19.50 | +0.55 | 48.3% | 612.5 | 45.8% | -0.45 | 14.78 | — | — | — |
| — | — | — | 17.98 | +0.53 | 47.6% | 615 | 47.6% | -0.47 | 16.63 | — | — | — |
| — | — | — | 17.00 | +0.50 | 48.2% | 617.5 | 45.6% | -0.50 | 17.20 | — | — | — |
| — | — | — | 15.80 | +0.48 | 48.1% | 620 | 47.3% | -0.52 | 19.15 | — | — | — |
| — | — | — | 14.83 | +0.46 | 48.5% | 622.5 | 47.3% | -0.54 | 20.55 | — | — | — |
| — | — | — | 13.83 | +0.44 | 48.6% | 625 | 48.0% | -0.56 | 22.25 | — | — | — |
| — | — | — | 12.83 | +0.42 | 48.6% | 627.5 | 47.5% | -0.59 | 23.60 | — | — | — |
| — | — | — | 11.85 | +0.39 | 48.5% | 630 | 48.1% | -0.61 | 25.35 | — | — | — |
| — | — | — | 10.98 | +0.37 | 48.6% | 632.5 | 47.5% | -0.63 | 26.75 | — | — | — |
| — | — | — | 10.05 | +0.35 | 48.3% | 635 | 47.8% | -0.65 | 28.53 | — | — | — |
| — | — | — | 9.28 | +0.33 | 48.4% | 637.5 | 48.3% | -0.67 | 30.40 | — | — | — |
| — | — | — | 8.63 | +0.31 | 48.6% | 640 | 48.2% | -0.69 | 32.15 | — | — | — |
| — | — | — | 7.93 | +0.29 | 48.6% | 642.5 | 47.9% | -0.71 | 33.85 | — | — | — |
| — | — | — | 7.33 | +0.28 | 48.8% | 645 | 44.5% | -0.74 | 34.70 | — | — | — |
| — | — | — | 6.68 | +0.26 | 48.7% | 647.5 | 42.8% | -0.77 | 36.15 | — | — | — |
| — | — | — | 6.10 | +0.24 | 48.6% | 650 | 43.6% | -0.79 | 38.35 | — | — | — |
| — | — | — | 5.63 | +0.23 | 48.9% | 652.5 | 43.2% | -0.80 | 40.30 | — | — | — |
| — | — | — | 5.18 | +0.21 | 49.0% | 655 | 47.6% | -0.80 | 43.45 | — | — | — |
| — | — | — | 4.75 | +0.20 | 49.1% | 657.5 | 43.0% | -0.84 | 44.43 | — | — | — |
| — | — | — | 4.28 | +0.18 | 49.0% | 660 | 44.5% | -0.84 | 46.90 | — | — | — |
| — | — | — | 3.60 | +0.16 | 49.3% | 665 | 42.4% | -0.88 | 50.85 | — | — | — |
| — | — | — | 3.03 | +0.14 | 49.7% | 670 | 43.8% | -0.90 | 55.60 | — | — | — |
| — | — | — | 2.51 | +0.12 | 49.9% | 675 | 40.8% | -0.93 | 59.78 | — | — | — |
| — | — | — | 2.09 | +0.10 | 50.2% | 680 | 46.2% | -0.92 | 65.15 | — | — | — |
| — | — | — | 1.74 | +0.08 | 50.6% | 685 | 49.2% | -0.92 | 70.20 | — | — | — |
| — | — | — | 1.33 | +0.07 | 51.2% | 692.5 | 43.3% | -0.96 | 76.72 | — | — | — |
| — | — | — | 1.02 | +0.05 | 51.8% | 700 | 50.6% | -0.95 | 84.55 | — | — | — |
| — | — | — | 0.81 | +0.04 | 51.8% | 705 | 51.7% | -0.96 | 89.45 | — | — | — |
| — | — | — | 0.53 | +0.03 | 51.1% | 712.5 | 45.0% | -0.98 | 96.38 | — | — | — |
| — | — | — | 0.48 | +0.03 | 53.2% | 720 | 47.7% | -0.98 | 103.88 | — | — | — |
| — | — | — | 0.40 | +0.02 | 55.5% | 730 | — | — | 113.38 | — | — | — |
| — | — | — | 0.35 | +0.02 | 57.2% | 737.5 | 16.2% | -1.00 | 121.15 | — | — | — |
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.