Spot 259.53
· 224 contratti su 5 scadenze
· fonte storico
· catturata 13/10 09:38 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 | |
| — | — | — | 51.05 | +0.96 | 43.4% | 210 | 44.0% | -0.04 | 0.62 | — | — | — |
| — | — | — | 45.93 | +0.96 | 37.7% | 215 | 43.0% | -0.06 | 0.87 | — | — | — |
| — | — | — | 41.58 | +0.93 | 41.2% | 220 | 41.9% | -0.08 | 1.18 | — | — | — |
| — | — | — | 36.30 | +0.93 | 34.4% | 225 | 40.9% | -0.10 | 1.61 | — | — | — |
| — | — | — | 32.65 | +0.87 | 39.9% | 230 | 39.9% | -0.13 | 2.18 | — | — | — |
| — | — | — | 28.13 | +0.84 | 37.7% | 235 | 39.5% | -0.17 | 3.01 | — | — | — |
| — | — | — | 24.85 | +0.77 | 40.4% | 240 | 39.1% | -0.22 | 4.08 | — | — | — |
| — | — | — | 20.70 | +0.73 | 38.0% | 245 | 38.8% | -0.28 | 5.45 | — | — | — |
| — | — | — | 17.33 | +0.66 | 37.6% | 250 | 38.8% | -0.34 | 7.20 | — | — | — |
| — | — | — | 14.88 | +0.60 | 39.3% | 255 | 38.7% | -0.40 | 9.23 | — | — | — |
| — | — | — | 12.10 | +0.53 | 38.6% | 260 | 38.6% | -0.47 | 11.63 | — | — | — |
| — | — | — | 9.88 | +0.46 | 38.7% | 265 | 38.6% | -0.54 | 14.38 | — | — | — |
| — | — | — | 7.85 | +0.40 | 38.4% | 270 | 38.4% | -0.60 | 17.38 | — | — | — |
| — | — | — | 6.30 | +0.34 | 38.7% | 275 | 38.4% | -0.66 | 20.75 | — | — | — |
| — | — | — | 5.03 | +0.28 | 39.0% | 280 | 40.2% | -0.71 | 24.88 | — | — | — |
| — | — | — | 3.88 | +0.23 | 38.8% | 285 | 39.3% | -0.76 | 28.53 | — | — | — |
| — | — | — | 2.98 | +0.19 | 38.8% | 290 | 39.6% | -0.80 | 32.67 | — | — | — |
| — | — | — | 2.24 | +0.15 | 38.7% | 295 | 38.1% | -0.85 | 36.65 | — | — | — |
| — | — | — | 1.71 | +0.12 | 38.9% | 300 | 41.9% | -0.86 | 41.73 | — | — | — |
| — | — | — | 1.37 | +0.10 | 39.7% | 305 | 41.0% | -0.89 | 46.08 | — | — | — |
| — | — | — | 1.01 | +0.08 | 39.6% | 310 | 41.8% | -0.91 | 50.80 | — | — | — |
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.