Spot 272.28
· 213 contratti su 5 scadenze
· fonte storico
· catturata 14/10 07:42 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 | |
| — | — | — | 59.20 | +0.85 | 81.8% | 220 | 83.4% | -0.15 | 6.00 | — | — | — |
| — | — | — | 54.15 | +0.84 | 75.8% | 225 | 74.0% | -0.16 | 5.30 | — | — | — |
| — | — | — | 50.65 | +0.81 | 77.3% | 230 | 78.5% | -0.19 | 7.40 | — | — | — |
| — | — | — | 46.90 | +0.79 | 76.9% | 235 | 80.5% | -0.22 | 9.25 | — | — | — |
| — | — | — | 44.25 | +0.75 | 80.2% | 240 | 75.6% | -0.24 | 9.60 | — | — | — |
| — | — | — | 40.30 | +0.73 | 77.7% | 245 | 77.8% | -0.27 | 11.85 | — | — | — |
| — | — | — | 36.80 | +0.70 | 76.4% | 250 | 78.7% | -0.31 | 13.95 | — | — | — |
| — | — | — | 34.10 | +0.66 | 77.4% | 255 | 81.5% | -0.34 | 16.80 | — | — | — |
| — | — | — | 30.85 | +0.63 | 75.9% | 260 | 76.1% | -0.37 | 17.40 | — | — | — |
| — | — | — | 28.20 | +0.60 | 75.9% | 265 | 77.7% | -0.40 | 20.25 | — | — | — |
| — | — | — | 26.45 | +0.57 | 78.2% | 270 | 78.2% | -0.43 | 22.95 | — | — | — |
| — | — | — | 23.45 | +0.53 | 76.0% | 275 | 77.8% | -0.46 | 25.50 | — | — | — |
| — | — | — | 22.00 | +0.50 | 78.2% | 280 | 77.6% | -0.50 | 28.30 | — | — | — |
| — | — | — | 19.30 | +0.47 | 76.0% | 285 | 76.0% | -0.53 | 30.80 | — | — | — |
| — | — | — | 17.50 | +0.44 | 76.1% | 290 | 80.7% | -0.55 | 35.45 | — | — | — |
| — | — | — | 15.80 | +0.41 | 76.1% | 295 | 71.0% | -0.60 | 35.70 | — | — | — |
| — | — | — | 13.75 | +0.38 | 74.5% | 300 | 78.0% | -0.62 | 41.30 | — | — | — |
| — | — | — | 12.85 | +0.35 | 76.3% | 305 | 81.8% | -0.63 | 46.00 | — | — | — |
| — | — | — | 11.55 | +0.33 | 76.3% | 310 | 78.2% | -0.67 | 48.60 | — | — | — |
| — | — | — | 10.35 | +0.30 | 76.3% | 315 | 75.7% | -0.70 | 51.70 | — | — | — |
| — | — | — | 9.25 | +0.28 | 76.2% | 320 | 77.5% | -0.72 | 56.10 | — | — | — |
| — | — | — | 8.30 | +0.25 | 76.4% | 325 | 77.9% | -0.74 | 60.20 | — | — | — |
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.