Spot 423.64
· 287 contratti su 5 scadenze
· fonte storico
· catturata 30/09 12:08 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 | |
| — | — | — | 83.98 | — | — | 340 | — | |||||
| — | — | — | 79.20 | +1.00 | 44.3% | 345 | — | |||||
| — | — | — | 74.15 | — | — | 350 | — | |||||
| — | — | — | 69.22 | +1.00 | 41.5% | 355 | — | |||||
| — | — | — | 66.70 | +1.00 | 37.3% | 357.5 | — | |||||
| — | — | — | 64.18 | +1.00 | 1.0% | 360 | 46.2% | -0.01 | 0.17 | — | — | — |
| — | — | — | 61.83 | +0.99 | 43.7% | 362.5 | — | |||||
| — | — | — | 59.25 | +0.99 | 38.0% | 365 | — | |||||
| — | — | — | 51.83 | +0.98 | 37.1% | 372.5 | — | |||||
| — | — | — | 49.28 | +0.99 | 33.4% | 375 | 37.3% | -0.02 | 0.21 | — | — | — |
| — | — | — | 46.80 | +0.99 | 32.7% | 377.5 | 58.9% | -0.11 | 2.21 | — | — | — |
| — | — | — | 44.60 | +0.96 | 38.2% | 380 | 31.4% | -0.02 | 0.13 | — | — | — |
| — | — | — | 42.23 | +0.95 | 38.3% | 382.5 | 52.9% | -0.11 | 2.05 | — | — | — |
| — | — | — | 39.78 | +0.95 | 37.0% | 385 | 37.7% | -0.06 | 0.65 | — | — | — |
| — | — | — | 36.92 | +0.97 | 29.3% | 387.5 | 37.3% | -0.07 | 0.79 | — | — | — |
| — | — | — | 34.30 | +0.98 | 24.6% | 390 | 30.8% | -0.05 | 0.43 | — | — | — |
| — | — | — | 32.33 | +0.93 | 31.6% | 392.5 | 41.6% | -0.12 | 1.83 | — | — | — |
| — | — | — | 29.85 | +0.93 | 29.8% | 395 | 29.5% | -0.07 | 0.64 | — | — | — |
| — | — | — | 27.83 | +0.90 | 32.0% | 397.5 | 29.2% | -0.09 | 0.82 | — | — | — |
| — | — | — | 25.70 | +0.87 | 32.3% | 400 | 28.1% | -0.10 | 0.95 | — | — | — |
| — | — | — | 23.23 | +0.86 | 30.1% | 402.5 | 29.7% | -0.14 | 1.49 | — | — | — |
| — | — | — | 21.10 | +0.83 | 29.8% | 405 | 31.0% | -0.18 | 2.13 | — | — | — |
| — | — | — | 18.75 | +0.81 | 28.1% | 407.5 | 28.4% | -0.19 | 2.13 | — | — | — |
| — | — | — | 17.25 | +0.76 | 30.2% | 410 | 26.1% | -0.21 | 2.21 | — | — | — |
| — | — | — | 14.98 | +0.73 | 28.2% | 412.5 | 26.2% | -0.25 | 2.85 | — | — | — |
| — | — | — | 13.33 | +0.69 | 28.5% | 415 | 25.7% | -0.30 | 3.46 | — | — | — |
| — | — | — | 11.40 | +0.65 | 27.3% | 417.5 | 26.7% | -0.35 | 4.56 | — | — | — |
| — | — | — | 9.85 | +0.60 | 27.2% | 420 | 28.3% | -0.41 | 5.98 | — | — | — |
| — | — | — | 8.68 | +0.54 | 27.9% | 422.5 | 27.9% | -0.46 | 7.00 | — | — | — |
| — | — | — | 7.13 | +0.49 | 26.9% | 425 | 28.0% | -0.51 | 8.28 | — | — | — |
| — | — | — | 5.63 | +0.43 | 25.5% | 427.5 | 26.2% | -0.56 | 9.15 | — | — | — |
| — | — | — | 5.18 | +0.39 | 27.5% | 430 | 27.5% | -0.61 | 11.00 | — | — | — |
| — | — | — | 4.64 | +0.35 | 28.8% | 432.5 | 26.5% | -0.66 | 12.38 | — | — | — |
| — | — | — | 3.74 | +0.30 | 28.3% | 435 | 26.5% | -0.71 | 14.13 | — | — | — |
| — | — | — | 2.90 | +0.26 | 27.5% | 437.5 | 27.8% | -0.74 | 16.28 | — | — | — |
| — | — | — | 1.42 | +0.17 | 22.7% | 440 | 27.3% | -0.78 | 18.13 | — | — | — |
| — | — | — | 1.25 | +0.15 | 23.9% | 442.5 | 30.5% | -0.79 | 20.78 | — | — | — |
| — | — | — | 2.07 | +0.18 | 30.8% | 445 | 26.7% | -0.86 | 22.18 | — | — | — |
| — | — | — | 0.57 | +0.08 | 22.7% | 447.5 | 26.4% | -0.89 | 24.33 | — | — | — |
| — | — | — | 0.82 | +0.09 | 26.8% | 450 | 29.0% | -0.89 | 26.93 | — | — | — |
| — | — | — | 0.51 | +0.07 | 25.6% | 452.5 | 29.4% | -0.90 | 29.23 | — | — | — |
| — | — | — | 1.81 | +0.14 | 37.8% | 455 | 29.4% | -0.92 | 31.53 | — | — | — |
| — | — | — | 0.41 | +0.05 | 27.6% | 457.5 | 33.9% | -0.91 | 34.33 | — | — | — |
| — | — | — | 0.77 | +0.07 | 33.4% | 460 | 32.8% | -0.93 | 36.53 | — | — | — |
| — | 462.5 | 35.7% | -0.92 | 39.15 | — | — | — | |||||
| — | — | — | 0.76 | +0.07 | 36.6% | 465 | 34.9% | -0.94 | 41.43 | — | — | — |
| — | — | — | 2.23 | +0.13 | 50.4% | 467.5 | 35.8% | -0.95 | 43.88 | — | — | — |
| — | — | — | 0.76 | +0.06 | 39.8% | 470 | 38.3% | -0.94 | 46.45 | — | — | — |
| — | 475 | 41.1% | -0.95 | 51.43 | — | — | — | |||||
| — | 480 | 42.6% | -0.96 | 56.33 | — | — | — | |||||
| — | 485 | 44.6% | -0.96 | 61.28 | — | — | — | |||||
| — | 490 | 49.1% | -0.96 | 66.38 | — | — | — | |||||
| — | 495 | 49.5% | -0.97 | 71.25 | — | — | — | |||||
| — | 500 | 54.0% | -0.96 | 76.35 | — | — | — | |||||
| — | 505 | 57.2% | -0.96 | 81.38 | — | — | — | |||||
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.