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 | |
| — | — | — | 49.75 | +1.00 | 75.4% | 210 | 75.4% | -0.00 | 0.02 | — | — | — |
| — | — | — | 44.80 | +0.99 | 78.3% | 215 | 67.8% | -0.00 | 0.02 | — | — | — |
| — | — | — | 39.60 | — | — | 220 | 63.0% | -0.01 | 0.03 | — | — | — |
| — | — | — | 34.48 | — | — | 225 | 57.3% | -0.01 | 0.04 | — | — | — |
| — | — | — | 32.15 | — | — | 227.5 | 53.3% | -0.01 | 0.04 | — | — | — |
| — | — | — | 29.60 | — | — | 230 | 50.9% | -0.01 | 0.05 | — | — | — |
| — | — | — | 27.48 | +0.96 | 60.4% | 232.5 | 46.9% | -0.01 | 0.05 | — | — | — |
| — | — | — | 24.45 | — | — | 235 | 44.0% | -0.01 | 0.06 | — | — | — |
| — | — | — | 21.95 | — | — | 237.5 | 40.8% | -0.02 | 0.07 | — | — | — |
| — | — | — | 19.83 | +0.98 | 38.8% | 240 | 38.8% | -0.02 | 0.10 | — | — | — |
| — | — | — | 17.60 | +0.93 | 44.7% | 242.5 | 36.6% | -0.04 | 0.14 | — | — | — |
| — | — | — | 14.88 | +0.96 | 32.5% | 245 | 34.4% | -0.05 | 0.20 | — | — | — |
| — | — | — | 12.53 | +0.92 | 32.4% | 247.5 | 32.9% | -0.08 | 0.32 | — | — | — |
| — | — | — | 10.23 | +0.88 | 31.2% | 250 | 31.8% | -0.12 | 0.53 | — | — | — |
| — | — | — | 8.07 | +0.82 | 30.4% | 252.5 | 31.1% | -0.19 | 0.89 | — | — | — |
| — | — | — | 6.18 | +0.72 | 30.6% | 255 | 30.8% | -0.28 | 1.47 | — | — | — |
| — | — | — | 4.48 | +0.61 | 30.0% | 257.5 | 30.7% | -0.39 | 2.32 | — | — | — |
| — | — | — | 3.18 | +0.49 | 30.5% | 260 | 30.5% | -0.51 | 3.45 | — | — | — |
| — | — | — | 2.09 | +0.37 | 30.2% | 262.5 | 30.6% | -0.62 | 4.90 | — | — | — |
| — | — | — | 1.33 | +0.27 | 30.3% | 265 | 31.4% | -0.72 | 6.70 | — | — | — |
| — | — | — | 0.82 | +0.18 | 30.6% | 267.5 | 31.9% | -0.81 | 8.68 | — | — | — |
| — | — | — | 0.50 | +0.12 | 31.2% | 270 | 33.5% | -0.86 | 10.90 | — | — | — |
| — | — | — | 0.30 | +0.08 | 31.9% | 272.5 | 32.2% | -0.92 | 13.08 | — | — | — |
| — | — | — | 0.19 | +0.05 | 33.0% | 275 | 38.5% | -0.92 | 15.65 | — | — | — |
| — | — | — | 0.13 | +0.04 | 34.6% | 277.5 | 31.9% | -0.98 | 17.85 | — | — | — |
| — | — | — | 0.07 | +0.02 | 34.8% | 280 | 30.9% | -0.99 | 20.30 | — | — | — |
| — | — | — | 0.05 | +0.01 | 36.4% | 282.5 | 30.1% | -1.00 | 22.78 | — | — | — |
| — | — | — | 0.04 | +0.01 | 38.5% | 285 | 58.8% | -0.93 | 25.75 | — | — | — |
| — | — | — | 0.02 | +0.01 | 41.2% | 290 | 61.4% | -0.95 | 30.58 | — | — | — |
| — | — | — | 0.02 | +0.01 | 46.8% | 295 | 70.8% | -0.95 | 35.63 | — | — | — |
| — | — | — | 0.02 | +0.00 | 52.3% | 300 | 76.1% | -0.96 | 40.58 | — | — | — |
| — | — | — | 0.02 | +0.00 | 57.5% | 305 | 77.8% | -0.97 | 45.48 | — | — | — |
| — | — | — | 0.02 | +0.00 | 62.7% | 310 | 89.9% | -0.97 | 50.58 | — | — | — |
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.