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 | |
| — | — | — | 53.80 | +0.90 | 104.6% | 220 | 66.9% | -0.03 | 0.30 | — | — | — |
| — | — | — | 49.50 | +0.88 | 104.4% | 225 | 64.0% | -0.03 | 0.40 | — | — | — |
| — | — | — | 45.35 | +0.85 | 104.2% | 230 | 60.3% | -0.04 | 0.50 | — | — | — |
| — | — | — | 39.00 | +0.87 | 81.8% | 235 | 58.8% | -0.06 | 0.75 | — | — | — |
| — | — | — | 33.40 | +0.88 | 67.1% | 240 | 63.6% | -0.11 | 1.60 | — | — | — |
| — | — | — | 31.20 | +0.86 | 66.1% | 242.5 | 58.0% | -0.11 | 1.45 | — | — | — |
| — | — | — | 28.80 | +0.85 | 63.0% | 245 | 66.7% | -0.16 | 2.70 | — | — | — |
| — | — | — | 26.65 | +0.83 | 61.9% | 247.5 | 50.9% | -0.13 | 1.50 | — | — | — |
| — | — | — | 25.65 | +0.78 | 69.5% | 250 | 55.8% | -0.17 | 2.45 | — | — | — |
| — | — | — | 22.60 | +0.78 | 60.6% | 252.5 | 56.7% | -0.21 | 3.10 | — | — | — |
| — | — | — | 20.75 | +0.75 | 60.5% | 255 | 58.0% | -0.24 | 3.90 | — | — | — |
| — | — | — | 19.05 | +0.72 | 60.8% | 257.5 | 58.2% | -0.27 | 4.65 | — | — | — |
| — | — | — | 17.35 | +0.69 | 60.6% | 260 | 54.6% | -0.30 | 4.90 | — | — | — |
| — | — | — | 15.35 | +0.66 | 58.0% | 262.5 | 55.9% | -0.34 | 6.00 | — | — | — |
| — | — | — | 14.05 | +0.62 | 59.2% | 265 | 55.1% | -0.38 | 6.85 | — | — | — |
| — | — | — | 12.45 | +0.58 | 58.1% | 267.5 | 50.9% | -0.41 | 7.20 | — | — | — |
| — | — | — | 11.45 | +0.54 | 59.8% | 270 | 50.0% | -0.46 | 8.20 | — | — | — |
| — | — | — | 10.15 | +0.50 | 59.3% | 272.5 | 59.3% | -0.50 | 11.15 | — | — | — |
| — | — | — | 9.35 | +0.47 | 61.1% | 275 | 53.5% | -0.54 | 11.50 | — | — | — |
| — | — | — | 7.40 | +0.42 | 55.8% | 277.5 | 55.8% | -0.58 | 13.40 | — | — | — |
| — | — | — | 7.20 | +0.40 | 60.0% | 280 | 61.8% | -0.60 | 16.00 | — | — | — |
| — | — | — | 4.85 | +0.33 | 51.1% | 282.5 | 55.6% | -0.65 | 16.60 | — | — | — |
| — | — | — | 6.85 | +0.35 | 67.8% | 285 | 63.3% | -0.66 | 19.60 | — | — | — |
| — | — | — | 5.25 | +0.31 | 62.5% | 287.5 | 54.4% | -0.72 | 20.00 | — | — | — |
| — | — | — | 3.85 | +0.26 | 57.4% | 290 | 49.6% | -0.78 | 21.25 | — | — | — |
| — | — | — | 4.20 | +0.26 | 63.7% | 292.5 | 54.0% | -0.78 | 23.85 | — | — | — |
| — | — | — | 2.95 | +0.21 | 58.3% | 295 | 45.4% | -0.86 | 24.95 | — | — | — |
| — | — | — | 2.55 | +0.19 | 58.6% | 297.5 | 54.2% | -0.83 | 28.05 | — | — | — |
| — | — | — | 2.25 | +0.17 | 59.2% | 300 | 37.4% | -0.94 | 28.90 | — | — | — |
| — | — | — | 1.90 | +0.15 | 59.1% | 302.5 | 48.5% | -0.90 | 31.95 | — | — | — |
| — | — | — | 1.65 | +0.13 | 59.5% | 305 | 48.4% | -0.92 | 34.25 | — | — | — |
| — | — | — | 1.35 | +0.11 | 59.0% | 307.5 | 44.5% | -0.95 | 36.40 | — | — | — |
| — | — | — | 1.15 | +0.10 | 59.2% | 310 | 51.7% | -0.93 | 39.15 | — | — | — |
| — | — | — | 1.00 | +0.08 | 59.7% | 312.5 | 43.4% | -0.97 | 41.20 | — | — | — |
| — | — | — | 1.00 | +0.08 | 62.2% | 315 | 54.6% | -0.95 | 44.05 | — | — | — |
| — | — | — | 0.55 | +0.05 | 59.0% | 320 | — | — | 47.60 | — | — | — |
| — | — | — | 0.60 | +0.05 | 64.5% | 325 | 1.0% | -1.00 | 53.50 | — | — | — |
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.