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 | |
| — | — | — | 56.93 | +0.95 | 63.5% | 245 | 67.6% | -0.06 | 1.08 | — | — | — |
| — | — | — | 51.98 | +0.95 | 59.2% | 250 | 42.0% | -0.01 | 0.12 | — | — | — |
| — | — | — | 46.98 | +0.94 | 54.1% | 255 | 44.5% | -0.03 | 0.32 | — | — | — |
| — | — | — | 41.93 | +0.94 | 48.4% | 260 | 37.6% | -0.02 | 0.22 | — | — | — |
| — | — | — | 37.03 | +0.93 | 44.6% | 265 | 30.0% | -0.02 | 0.11 | — | — | — |
| — | — | — | 32.08 | +0.92 | 40.1% | 270 | 28.8% | -0.03 | 0.20 | — | — | — |
| — | — | — | 27.15 | +0.90 | 35.6% | 275 | 28.9% | -0.06 | 0.44 | — | — | — |
| — | — | — | 22.10 | +0.89 | 29.8% | 280 | 26.9% | -0.09 | 0.67 | — | — | — |
| — | — | — | 19.73 | +0.87 | 28.2% | 282.5 | 26.6% | -0.11 | 0.91 | — | — | — |
| — | — | — | 17.38 | +0.85 | 26.6% | 285 | 25.5% | -0.14 | 1.12 | — | — | — |
| — | — | — | 15.38 | +0.81 | 26.9% | 287.5 | 25.9% | -0.18 | 1.60 | — | — | — |
| — | — | — | 13.45 | +0.76 | 26.8% | 290 | 25.4% | -0.23 | 2.07 | — | — | — |
| — | — | — | 11.75 | +0.71 | 27.3% | 292.5 | 25.8% | -0.28 | 2.81 | — | — | — |
| — | — | — | 10.03 | +0.66 | 27.0% | 295 | 24.9% | -0.33 | 3.43 | — | — | — |
| — | — | — | 7.95 | +0.61 | 24.6% | 297.5 | 25.1% | -0.40 | 4.43 | — | — | — |
| — | — | — | 6.98 | +0.54 | 26.4% | 300 | 24.5% | -0.46 | 5.40 | — | — | — |
| — | — | — | 5.65 | +0.48 | 25.9% | 302.5 | 25.9% | -0.52 | 7.03 | — | — | — |
| — | — | — | 4.55 | +0.41 | 25.7% | 305 | 25.9% | -0.59 | 8.48 | — | — | — |
| — | — | — | 3.63 | +0.35 | 25.7% | 307.5 | 25.6% | -0.65 | 10.00 | — | — | — |
| — | — | — | 2.76 | +0.29 | 25.2% | 310 | 25.4% | -0.71 | 11.68 | — | — | — |
| — | — | — | 2.11 | +0.24 | 25.0% | 312.5 | 25.1% | -0.76 | 13.50 | — | — | — |
| — | — | — | 1.68 | +0.20 | 25.5% | 315 | 25.1% | -0.80 | 15.50 | — | — | — |
| — | — | — | 1.18 | +0.15 | 24.9% | 317.5 | 27.0% | -0.83 | 17.88 | — | — | — |
| — | — | — | 0.92 | +0.12 | 25.3% | 320 | 25.9% | -0.87 | 19.88 | — | — | — |
| — | — | — | 1.14 | +0.13 | 29.3% | 322.5 | 25.3% | -0.91 | 22.05 | — | — | — |
| — | — | — | 0.54 | +0.08 | 26.0% | 325 | 23.9% | -0.94 | 24.25 | — | — | — |
| — | — | — | 0.40 | +0.06 | 26.1% | 327.5 | 26.1% | -0.94 | 26.78 | — | — | — |
| — | — | — | 0.27 | +0.04 | 25.9% | 330 | 28.2% | -0.94 | 29.30 | — | — | — |
| — | — | — | 0.18 | +0.03 | 25.7% | 332.5 | — | — | 31.23 | — | — | — |
| — | — | — | 0.21 | +0.03 | 28.0% | 335 | 27.0% | -0.97 | 34.05 | — | — | — |
| — | — | — | 0.19 | +0.03 | 30.6% | 340 | 32.1% | -0.97 | 39.13 | — | — | — |
| — | — | — | 0.39 | +0.04 | 38.1% | 345 | — | — | 43.60 | — | — | — |
| — | — | — | 0.06 | +0.01 | 31.2% | 350 | 34.2% | -0.98 | 49.00 | — | — | — |
| — | 355 | — | — | 53.58 | — | — | — | |||||
| — | 360 | — | — | 58.85 | — | — | — | |||||
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.