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 | |
| — | — | — | 57.25 | +0.98 | 36.8% | 245 | 35.8% | -0.02 | 0.19 | — | — | — |
| — | — | — | 52.25 | +0.98 | 33.8% | 250 | 35.3% | -0.03 | 0.30 | — | — | — |
| — | — | — | 47.33 | +0.97 | 32.3% | 255 | 34.0% | -0.03 | 0.41 | — | — | — |
| — | — | — | 42.30 | +0.97 | 28.6% | 260 | 33.8% | -0.05 | 0.66 | — | — | — |
| — | — | — | 37.63 | +0.95 | 29.8% | 265 | 32.9% | -0.07 | 0.94 | — | — | — |
| — | — | — | 32.85 | +0.93 | 28.3% | 270 | 32.2% | -0.10 | 1.35 | — | — | — |
| — | — | — | 28.40 | +0.89 | 28.4% | 275 | 31.9% | -0.14 | 1.99 | — | — | — |
| — | — | — | 24.20 | +0.84 | 28.6% | 280 | 30.9% | -0.18 | 2.70 | — | — | — |
| — | — | — | 20.55 | +0.77 | 29.6% | 285 | 30.6% | -0.24 | 3.78 | — | — | — |
| — | — | — | 16.98 | +0.70 | 29.5% | 290 | 30.5% | -0.30 | 5.25 | — | — | — |
| — | — | — | 13.75 | +0.63 | 29.3% | 295 | 30.2% | -0.37 | 7.00 | — | — | — |
| — | — | — | 11.30 | +0.55 | 30.3% | 300 | 30.3% | -0.45 | 9.28 | — | — | — |
| — | — | — | 8.85 | +0.47 | 30.1% | 305 | 30.3% | -0.53 | 11.90 | — | — | — |
| — | — | — | 6.78 | +0.39 | 29.9% | 310 | 30.2% | -0.60 | 14.85 | — | — | — |
| — | — | — | 4.90 | +0.32 | 29.1% | 315 | 30.6% | -0.67 | 18.33 | — | — | — |
| — | — | — | 3.68 | +0.26 | 29.4% | 320 | 31.3% | -0.73 | 22.20 | — | — | — |
| — | — | — | 2.65 | +0.20 | 29.3% | 325 | 31.5% | -0.78 | 26.18 | — | — | — |
| — | — | — | 1.95 | +0.15 | 29.6% | 330 | 32.4% | -0.82 | 30.53 | — | — | — |
| — | — | — | 1.68 | +0.13 | 31.4% | 335 | 33.7% | -0.85 | 35.08 | — | — | — |
| — | — | — | 0.96 | +0.09 | 29.8% | 340 | 33.5% | -0.89 | 39.50 | — | — | — |
| — | — | — | 0.79 | +0.07 | 31.1% | 345 | 35.1% | -0.90 | 44.30 | — | — | — |
| — | — | — | 0.59 | +0.05 | 31.6% | 350 | 35.4% | -0.92 | 48.98 | — | — | — |
| — | — | — | 0.49 | +0.04 | 32.8% | 355 | 37.5% | -0.93 | 53.93 | — | — | — |
| — | — | — | 0.28 | +0.03 | 31.8% | 360 | 39.7% | -0.93 | 58.90 | — | — | — |
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.