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 | |
| — | — | — | 49.73 | — | — | 210 | 49.1% | -0.01 | 0.04 | — | — | — |
| — | — | — | 44.95 | +0.99 | 47.4% | 215 | 46.5% | -0.01 | 0.06 | — | — | — |
| — | — | — | 39.85 | — | — | 220 | 42.3% | -0.01 | 0.07 | — | — | — |
| — | — | — | 37.45 | +0.99 | 39.7% | 222.5 | 40.5% | -0.01 | 0.08 | — | — | — |
| — | — | — | 34.45 | — | — | 225 | 38.5% | -0.01 | 0.09 | — | — | — |
| — | — | — | 33.03 | +0.94 | 51.4% | 227.5 | 37.0% | -0.02 | 0.11 | — | — | — |
| — | — | — | 30.18 | +0.96 | 40.8% | 230 | 35.3% | -0.02 | 0.13 | — | — | — |
| — | — | — | 27.55 | +0.97 | 34.1% | 232.5 | 34.5% | -0.03 | 0.18 | — | — | — |
| — | — | — | 24.95 | +0.98 | 27.2% | 235 | 32.9% | -0.04 | 0.22 | — | — | — |
| — | — | — | 22.70 | +0.95 | 32.3% | 237.5 | 31.9% | -0.05 | 0.30 | — | — | — |
| — | — | — | 20.10 | +0.96 | 27.1% | 240 | 30.9% | -0.07 | 0.41 | — | — | — |
| — | — | — | 18.38 | +0.88 | 35.4% | 242.5 | 30.4% | -0.09 | 0.59 | — | — | — |
| — | — | — | 15.50 | +0.90 | 27.4% | 245 | 29.6% | -0.12 | 0.81 | — | — | — |
| — | — | — | 14.03 | +0.81 | 33.5% | 247.5 | 29.2% | -0.16 | 1.15 | — | — | — |
| — | — | — | 11.33 | +0.80 | 27.6% | 250 | 28.8% | -0.21 | 1.60 | — | — | — |
| — | — | — | 9.65 | +0.73 | 29.0% | 252.5 | 28.6% | -0.27 | 2.21 | — | — | — |
| — | — | — | 7.90 | +0.66 | 28.6% | 255 | 28.4% | -0.34 | 3.00 | — | — | — |
| — | — | — | 6.30 | +0.58 | 28.0% | 257.5 | 28.3% | -0.42 | 3.97 | — | — | — |
| — | — | — | 5.03 | +0.51 | 28.3% | 260 | 28.3% | -0.49 | 5.15 | — | — | — |
| — | — | — | 3.93 | +0.43 | 28.4% | 262.5 | 27.3% | -0.57 | 6.35 | — | — | — |
| — | — | — | 2.98 | +0.35 | 28.3% | 265 | 28.8% | -0.64 | 8.18 | — | — | — |
| — | — | — | 2.20 | +0.29 | 28.1% | 267.5 | 28.1% | -0.71 | 9.82 | — | — | — |
| — | — | — | 1.64 | +0.23 | 28.4% | 270 | 27.1% | -0.79 | 11.58 | — | — | — |
| — | — | — | 1.17 | +0.17 | 28.4% | 272.5 | 30.0% | -0.81 | 13.98 | — | — | — |
| — | — | — | 0.84 | +0.13 | 28.6% | 275 | 29.0% | -0.86 | 16.00 | — | — | — |
| — | — | — | 0.60 | +0.10 | 28.9% | 277.5 | 29.8% | -0.89 | 18.30 | — | — | — |
| — | — | — | 0.43 | +0.07 | 29.2% | 280 | 30.7% | -0.91 | 20.65 | — | — | — |
| — | — | — | 0.31 | +0.06 | 29.7% | 282.5 | 32.3% | -0.93 | 23.08 | — | — | — |
| — | — | — | 0.22 | +0.04 | 30.1% | 285 | 33.5% | -0.94 | 25.50 | — | — | — |
| — | — | — | 0.14 | +0.03 | 29.9% | 287.5 | 35.6% | -0.95 | 27.98 | — | — | — |
| — | — | — | 0.11 | +0.02 | 30.9% | 290 | 37.9% | -0.95 | 30.48 | — | — | — |
| — | — | — | 0.10 | +0.02 | 32.4% | 292.5 | 40.3% | -0.95 | 32.98 | — | — | — |
| — | — | — | 0.07 | +0.01 | 32.7% | 295 | 42.6% | -0.95 | 35.48 | — | — | — |
| — | — | — | 0.04 | +0.01 | 33.9% | 300 | 50.3% | -0.95 | 40.63 | — | — | — |
| — | — | — | 0.02 | +0.00 | 34.6% | 305 | 51.3% | -0.96 | 45.48 | — | — | — |
| — | — | — | 0.06 | +0.01 | 42.6% | 310 | 55.5% | -0.96 | 50.48 | — | — | — |
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.