Spot 89.45
· 134 contratti su 4 scadenze
· fonte storico
· catturata 30/09 14:21 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 | |
| — | — | — | 14.58 | — | — | 75 | 42.3% | -0.06 | 0.32 | — | — | — |
| — | — | — | 14.23 | +0.93 | 40.8% | 76 | 41.0% | -0.07 | 0.36 | — | — | — |
| — | — | — | 13.20 | +0.93 | 37.4% | 77 | 42.0% | -0.09 | 0.50 | — | — | — |
| — | — | — | 12.15 | +0.93 | 33.6% | 78 | 41.5% | -0.11 | 0.60 | — | — | — |
| — | — | — | 11.28 | +0.91 | 34.5% | 79 | 40.9% | -0.13 | 0.71 | — | — | — |
| — | — | — | 11.00 | +0.88 | 37.8% | 79.5 | 40.7% | -0.14 | 0.78 | — | — | — |
| — | — | — | 10.58 | +0.87 | 37.9% | 80 | 39.8% | -0.14 | 0.81 | — | — | — |
| — | — | — | 10.03 | +0.87 | 35.6% | 80.5 | 39.8% | -0.16 | 0.90 | — | — | — |
| — | — | — | 9.35 | +0.89 | 30.9% | 81 | 39.8% | -0.17 | 1.00 | — | — | — |
| — | — | — | 9.28 | +0.83 | 36.8% | 81.5 | 38.9% | -0.18 | 1.04 | — | — | — |
| — | — | — | 9.02 | +0.81 | 38.8% | 82 | 41.8% | -0.21 | 1.36 | — | — | — |
| — | — | — | 8.40 | +0.81 | 35.5% | 82.5 | 42.5% | -0.23 | 1.54 | — | — | — |
| — | — | — | 8.05 | +0.79 | 36.0% | 83 | 37.8% | -0.22 | 1.31 | — | — | — |
| — | — | — | 7.63 | +0.78 | 35.4% | 83.5 | 39.1% | -0.24 | 1.54 | — | — | — |
| — | — | — | 7.15 | +0.77 | 34.1% | 84 | 39.3% | -0.26 | 1.70 | — | — | — |
| — | — | — | 7.20 | +0.73 | 38.9% | 84.5 | 37.9% | -0.27 | 1.73 | — | — | — |
| — | — | — | 6.50 | +0.73 | 34.8% | 85 | 40.7% | -0.30 | 2.14 | — | — | — |
| — | — | — | 6.50 | +0.69 | 38.6% | 85.5 | 38.0% | -0.31 | 2.07 | — | — | — |
| — | — | — | 6.00 | +0.68 | 36.6% | 86 | 38.6% | -0.33 | 2.30 | — | — | — |
| — | — | — | 5.53 | +0.67 | 35.0% | 86.5 | 37.6% | -0.34 | 2.40 | — | — | — |
| — | — | — | 5.23 | +0.64 | 35.1% | 87 | 38.4% | -0.36 | 2.67 | — | — | — |
| — | — | — | 5.15 | +0.62 | 37.3% | 87.5 | 37.8% | -0.38 | 2.82 | — | — | — |
| — | — | — | 4.80 | +0.60 | 36.6% | 88 | 37.2% | -0.40 | 2.98 | — | — | — |
| — | — | — | 4.50 | +0.58 | 36.4% | 88.5 | 37.6% | -0.42 | 3.25 | — | — | — |
| — | — | — | 4.03 | +0.56 | 34.4% | 89 | 38.5% | -0.44 | 3.58 | — | — | — |
| — | — | — | 3.98 | +0.54 | 36.3% | 89.5 | 36.3% | -0.46 | 3.60 | — | — | — |
| — | — | — | 3.48 | +0.51 | 33.9% | 90 | 35.1% | -0.48 | 3.73 | — | — | — |
| — | — | — | 3.29 | +0.49 | 34.3% | 90.5 | 35.1% | -0.51 | 4.00 | — | — | — |
| — | — | — | 3.08 | +0.47 | 34.4% | 91 | 35.6% | -0.53 | 4.33 | — | — | — |
| — | — | — | 2.58 | +0.42 | 33.5% | 92 | 36.9% | -0.56 | 5.05 | — | — | — |
| — | — | — | 2.34 | +0.39 | 34.7% | 93 | 38.1% | -0.60 | 5.80 | — | — | — |
| — | — | — | 2.04 | +0.36 | 33.4% | 93.5 | 37.7% | -0.62 | 6.08 | — | — | — |
| — | — | — | 1.89 | +0.34 | 33.5% | 94 | 35.5% | -0.65 | 6.20 | — | — | — |
| — | — | — | 1.67 | +0.31 | 34.2% | 95 | 37.9% | -0.67 | 7.13 | — | — | — |
| — | — | — | 1.55 | +0.28 | 35.8% | 96 | 34.8% | -0.73 | 7.58 | — | — | — |
| — | — | — | 0.65 | +0.15 | 33.6% | 100 | 39.0% | -0.81 | 11.13 | — | — | — |
| — | — | — | 0.23 | +0.06 | 33.7% | 105 | 37.7% | -0.91 | 15.50 | — | — | — |
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.