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 | |
| — | — | — | 85.25 | +0.99 | 32.1% | 340 | 44.0% | -0.04 | 0.80 | — | — | — |
| — | — | — | 80.35 | +0.99 | 33.1% | 345 | 39.4% | -0.03 | 0.60 | — | — | — |
| — | — | — | 75.43 | +0.98 | 32.7% | 350 | 38.6% | -0.04 | 0.74 | — | — | — |
| — | — | — | 70.40 | +0.98 | 30.1% | 355 | 37.1% | -0.04 | 0.83 | — | — | — |
| — | — | — | 65.58 | +0.97 | 30.7% | 360 | 35.0% | -0.05 | 0.86 | — | — | — |
| — | — | — | 61.15 | +0.95 | 33.7% | 365 | 34.7% | -0.06 | 1.15 | — | — | — |
| — | — | — | 55.93 | +0.95 | 29.6% | 370 | 35.2% | -0.08 | 1.64 | — | — | — |
| — | — | — | 51.73 | +0.92 | 32.2% | 375 | 32.8% | -0.09 | 1.68 | — | — | — |
| — | — | — | 47.03 | +0.90 | 31.1% | 380 | 32.9% | -0.11 | 2.30 | — | — | — |
| — | — | — | 42.33 | +0.88 | 29.7% | 385 | 32.5% | -0.14 | 2.92 | — | — | — |
| — | — | — | 38.28 | +0.85 | 30.3% | 390 | 31.4% | -0.16 | 3.44 | — | — | — |
| — | — | — | 33.78 | +0.82 | 28.9% | 395 | 31.6% | -0.20 | 4.53 | — | — | — |
| — | — | — | 29.90 | +0.78 | 28.9% | 400 | 29.4% | -0.22 | 4.93 | — | — | — |
| — | — | — | 26.13 | +0.73 | 28.6% | 405 | 29.0% | -0.27 | 6.18 | — | — | — |
| — | — | — | 22.68 | +0.68 | 28.4% | 410 | 28.3% | -0.31 | 7.45 | — | — | — |
| — | — | — | 19.18 | +0.63 | 27.7% | 415 | 28.0% | -0.37 | 9.18 | — | — | — |
| — | — | — | 16.30 | +0.58 | 27.6% | 420 | 28.2% | -0.42 | 11.43 | — | — | — |
| — | — | — | 13.45 | +0.52 | 27.1% | 425 | 27.1% | -0.48 | 13.30 | — | — | — |
| — | — | — | 11.05 | +0.46 | 26.8% | 430 | 27.3% | -0.54 | 16.13 | — | — | — |
| — | — | — | 8.98 | +0.40 | 26.7% | 435 | 26.7% | -0.60 | 18.85 | — | — | — |
| — | — | — | 7.18 | +0.34 | 26.5% | 440 | 27.9% | -0.65 | 22.70 | — | — | — |
| — | — | — | 5.75 | +0.29 | 26.5% | 445 | 27.4% | -0.70 | 26.00 | — | — | — |
| — | — | — | 4.85 | +0.25 | 27.3% | 450 | 27.9% | -0.74 | 29.95 | — | — | — |
| — | — | — | 3.60 | +0.20 | 26.7% | 455 | 28.3% | -0.78 | 34.05 | — | — | — |
| — | — | — | 3.42 | +0.18 | 28.7% | 460 | 27.8% | -0.82 | 38.00 | — | — | — |
| — | — | — | 2.38 | +0.14 | 27.6% | 465 | 29.0% | -0.85 | 42.65 | — | — | — |
| — | — | — | 1.22 | +0.09 | 24.8% | 470 | 30.1% | -0.86 | 47.33 | — | — | — |
| — | — | — | 1.77 | +0.11 | 29.4% | 475 | 29.7% | -0.89 | 51.70 | — | — | — |
| — | — | — | 1.51 | +0.09 | 30.1% | 480 | 30.9% | -0.90 | 56.53 | — | — | — |
| — | — | — | 1.61 | +0.09 | 32.5% | 485 | 32.7% | -0.91 | 61.50 | — | — | — |
| — | — | — | 0.89 | +0.06 | 30.1% | 490 | 33.8% | -0.92 | 66.35 | — | — | — |
| — | — | — | 0.84 | +0.05 | 31.4% | 495 | 34.8% | -0.93 | 71.22 | — | — | — |
| — | — | — | 0.59 | +0.04 | 30.9% | 500 | 36.8% | -0.93 | 76.25 | — | — | — |
| — | — | — | 0.51 | +0.03 | 31.6% | 505 | 39.2% | -0.93 | 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.