Spot 302.09
· 200 contratti su 5 scadenze
· fonte storico
· catturata 03/10 07:13 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 | |
| — | — | — | 57.18 | +0.95 | 88.3% | 245 | — | |||||
| — | — | — | 52.05 | +0.95 | 78.5% | 250 | — | |||||
| — | — | — | 46.98 | +0.95 | 70.2% | 255 | — | |||||
| — | — | — | 41.98 | +0.95 | 63.6% | 260 | 71.6% | -0.07 | 1.11 | — | — | — |
| — | — | — | 36.98 | +0.94 | 56.9% | 265 | 64.3% | -0.08 | 1.10 | — | — | — |
| — | — | — | 31.98 | +0.93 | 50.3% | 270 | 42.4% | -0.04 | 0.29 | — | — | — |
| — | — | — | 27.03 | +0.92 | 44.4% | 275 | 44.0% | -0.08 | 0.68 | — | — | — |
| — | — | — | 24.23 | +0.94 | 36.1% | 277.5 | 29.7% | -0.03 | 0.15 | — | — | — |
| — | — | — | 22.10 | +0.91 | 38.6% | 280 | 31.2% | -0.05 | 0.32 | — | — | — |
| — | — | — | 19.68 | +0.89 | 36.1% | 282.5 | 28.9% | -0.06 | 0.36 | — | — | — |
| — | — | — | 17.27 | +0.87 | 33.5% | 285 | 25.8% | -0.07 | 0.36 | — | — | — |
| — | — | — | 14.93 | +0.85 | 31.3% | 287.5 | 26.8% | -0.11 | 0.68 | — | — | — |
| — | — | — | 12.58 | +0.82 | 28.7% | 290 | 25.2% | -0.15 | 0.87 | — | — | — |
| — | — | — | 10.75 | +0.76 | 29.6% | 292.5 | 25.9% | -0.21 | 1.43 | — | — | — |
| — | — | — | 8.93 | +0.69 | 29.3% | 295 | 24.4% | -0.27 | 1.86 | — | — | — |
| — | — | — | 6.73 | +0.64 | 25.8% | 297.5 | 25.5% | -0.36 | 2.85 | — | — | — |
| — | — | — | 5.58 | +0.55 | 27.5% | 300 | 25.5% | -0.45 | 3.90 | — | — | — |
| — | — | — | 4.20 | +0.47 | 26.7% | 302.5 | 26.7% | -0.53 | 5.38 | — | — | — |
| — | — | — | 3.27 | +0.39 | 27.3% | 305 | 24.9% | -0.62 | 6.53 | — | — | — |
| — | — | — | 2.33 | +0.31 | 26.7% | 307.5 | 24.4% | -0.71 | 8.15 | — | — | — |
| — | — | — | 1.55 | +0.23 | 25.8% | 310 | 26.5% | -0.76 | 10.33 | — | — | — |
| — | — | — | 1.02 | +0.17 | 25.4% | 312.5 | 26.7% | -0.82 | 12.35 | — | — | — |
| — | — | — | 0.64 | +0.12 | 25.0% | 315 | 25.7% | -0.87 | 14.38 | — | — | — |
| — | — | — | 0.41 | +0.08 | 25.0% | 317.5 | 26.3% | -0.91 | 16.68 | — | — | — |
| — | — | — | 0.32 | +0.06 | 26.3% | 320 | 28.0% | -0.92 | 19.10 | — | — | — |
| — | — | — | 0.22 | +0.05 | 26.8% | 322.5 | 29.8% | -0.94 | 21.55 | — | — | — |
| — | — | — | 0.32 | +0.05 | 31.5% | 325 | 32.1% | -0.94 | 24.03 | — | — | — |
| — | — | — | 1.14 | +0.12 | 46.0% | 327.5 | 34.0% | -0.95 | 26.50 | — | — | — |
| — | — | — | 1.29 | +0.12 | 50.6% | 330 | 34.7% | -0.96 | 28.93 | — | — | — |
| — | — | — | 1.98 | +0.15 | 60.8% | 332.5 | 35.6% | -0.97 | 31.38 | — | — | — |
| — | — | — | 0.05 | +0.01 | 30.8% | 335 | 39.8% | -0.96 | 33.95 | — | — | — |
| — | 340 | 34.5% | -0.99 | 38.73 | — | — | — | |||||
| — | 345 | 41.7% | -0.98 | 43.78 | — | — | — | |||||
| — | 350 | 50.3% | -0.98 | 48.88 | — | — | — | |||||
| — | 355 | 49.2% | -0.99 | 53.78 | — | — | — | |||||
| — | 360 | 50.4% | -0.99 | 58.75 | — | — | — | |||||
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.