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 | |
| — | — | — | 53.30 | +0.95 | 152.8% | 220 | — | |||||
| — | — | — | 48.90 | +0.92 | 158.1% | 225 | — | |||||
| — | — | — | 42.65 | +0.97 | 98.5% | 230 | — | |||||
| — | — | — | 38.30 | +0.93 | 114.0% | 235 | 80.7% | -0.02 | 0.15 | — | — | — |
| — | — | — | 32.05 | — | — | 240 | 70.8% | -0.02 | 0.15 | — | — | — |
| — | — | — | 29.55 | — | — | 242.5 | 65.9% | -0.02 | 0.15 | — | — | — |
| — | — | — | 26.90 | — | — | 245 | 66.7% | -0.04 | 0.25 | — | — | — |
| — | — | — | 24.95 | +0.99 | 47.4% | 247.5 | 69.3% | -0.06 | 0.45 | — | — | — |
| — | — | — | 21.85 | — | — | 250 | 65.1% | -0.07 | 0.50 | — | — | — |
| — | — | — | 20.35 | +0.93 | 57.7% | 252.5 | 61.9% | -0.08 | 0.60 | — | — | — |
| — | — | — | 18.85 | +0.85 | 72.8% | 255 | 61.5% | -0.11 | 0.85 | — | — | — |
| — | — | — | 16.55 | +0.82 | 68.8% | 257.5 | 61.3% | -0.15 | 1.20 | — | — | — |
| — | — | — | 13.75 | +0.82 | 56.6% | 260 | 61.9% | -0.20 | 1.70 | — | — | — |
| — | — | — | 11.90 | +0.77 | 58.1% | 262.5 | 62.0% | -0.25 | 2.30 | — | — | — |
| — | — | — | 10.10 | +0.71 | 58.1% | 265 | 60.4% | -0.30 | 2.90 | — | — | — |
| — | — | — | 8.60 | +0.64 | 59.7% | 267.5 | 61.8% | -0.36 | 3.90 | — | — | — |
| — | — | — | 7.30 | +0.57 | 61.4% | 270 | 63.0% | -0.43 | 5.05 | — | — | — |
| — | — | — | 6.05 | +0.51 | 61.9% | 272.5 | 61.9% | -0.49 | 6.15 | — | — | — |
| — | — | — | 4.65 | +0.44 | 59.2% | 275 | 61.2% | -0.56 | 7.45 | — | — | — |
| — | — | — | 3.70 | +0.38 | 59.4% | 277.5 | 62.0% | -0.62 | 9.05 | — | — | — |
| — | — | — | 3.05 | +0.32 | 61.2% | 280 | 62.9% | -0.68 | 10.80 | — | — | — |
| — | — | — | 2.25 | +0.26 | 59.8% | 282.5 | 60.4% | -0.74 | 12.40 | — | — | — |
| — | — | — | 1.90 | +0.22 | 62.4% | 285 | 65.1% | -0.77 | 14.70 | — | — | — |
| — | — | — | 1.40 | +0.17 | 61.8% | 287.5 | 70.0% | -0.79 | 17.05 | — | — | — |
| — | — | — | 1.00 | +0.13 | 61.0% | 290 | 65.5% | -0.85 | 18.85 | — | — | — |
| — | — | — | 0.80 | +0.11 | 62.5% | 292.5 | 74.0% | -0.85 | 21.50 | — | — | — |
| — | — | — | 0.65 | +0.09 | 64.3% | 295 | 52.0% | -0.95 | 22.85 | — | — | — |
| — | — | — | 0.40 | +0.06 | 62.0% | 297.5 | 80.6% | -0.88 | 26.25 | — | — | — |
| — | — | — | 0.35 | +0.05 | 64.7% | 300 | 85.9% | -0.89 | 28.75 | — | — | — |
| — | — | — | 0.50 | +0.06 | 74.4% | 302.5 | 82.9% | -0.91 | 30.90 | — | — | — |
| — | — | — | 0.25 | +0.04 | 68.9% | 305 | 114.6% | -0.85 | 34.70 | — | — | — |
| — | — | — | 0.40 | +0.05 | 79.6% | 307.5 | 91.0% | -0.92 | 35.85 | — | — | — |
| — | — | — | 0.15 | +0.02 | 70.6% | 310 | 94.1% | -0.93 | 38.30 | — | — | — |
| — | — | — | 0.35 | +0.04 | 85.7% | 312.5 | 98.5% | -0.93 | 40.80 | — | — | — |
| — | — | — | 0.10 | +0.02 | 73.4% | 315 | 139.4% | -0.86 | 44.90 | — | — | — |
| — | — | — | 0.15 | +0.02 | 81.4% | 317.5 | 151.8% | -0.85 | 47.80 | — | — | — |
| — | — | — | 0.10 | +0.01 | 80.1% | 320 | 97.4% | -0.96 | 47.95 | — | — | — |
| — | — | — | 0.70 | +0.06 | 115.5% | 322.5 | 165.6% | -0.85 | 53.00 | — | — | — |
| — | — | — | 0.15 | +0.02 | 91.7% | 325 | 157.4% | -0.88 | 54.80 | — | — | — |
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.