Spot 164.21
· 114 contratti su 3 scadenze
· fonte storico
· catturata 30/09 09:52 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 | |
| — | — | — | 54.55 | — | — | 110 | — | |||||
| — | — | — | 49.65 | — | — | 115 | — | |||||
| — | — | — | 44.70 | +0.99 | 61.0% | 120 | — | |||||
| — | — | — | 40.00 | +0.97 | 72.4% | 125 | — | |||||
| — | — | — | 35.00 | +0.96 | 63.7% | 130 | — | |||||
| — | — | — | 29.85 | +0.97 | 49.7% | 135 | — | |||||
| — | — | — | 24.95 | +0.96 | 45.3% | 140 | — | |||||
| — | — | — | 20.00 | +0.94 | 38.5% | 145 | 34.3% | -0.04 | 0.20 | — | — | — |
| — | — | — | 15.30 | +0.90 | 35.5% | 150 | 31.2% | -0.08 | 0.40 | — | — | — |
| — | — | — | 10.90 | +0.81 | 32.9% | 155 | 29.7% | -0.16 | 0.95 | — | — | — |
| — | — | — | 6.90 | +0.68 | 29.8% | 160 | 29.0% | -0.31 | 2.15 | — | — | — |
| — | — | — | 3.85 | +0.50 | 28.4% | 165 | 28.4% | -0.50 | 4.20 | — | — | — |
| — | — | — | 2.00 | +0.31 | 28.7% | 170 | 27.5% | -0.69 | 7.20 | — | — | — |
| — | — | — | 0.90 | +0.17 | 28.7% | 175 | 28.7% | -0.83 | 11.25 | — | — | — |
| — | — | — | 0.35 | +0.08 | 28.5% | 180 | 26.5% | -0.94 | 15.60 | — | — | — |
| — | — | — | 0.20 | +0.04 | 31.2% | 185 | 24.9% | -0.98 | 20.40 | — | — | — |
| — | — | — | 0.10 | +0.02 | 32.8% | 190 | 42.2% | -0.94 | 25.75 | — | — | — |
| — | 195 | 46.8% | -0.95 | 30.70 | — | — | — | |||||
| — | 200 | 42.4% | -0.98 | 35.45 | — | — | — | |||||
| — | 210 | 62.4% | -0.96 | 45.70 | — | — | — | |||||
| — | 220 | 73.4% | -0.96 | 55.75 | — | — | — | |||||
| — | 230 | 82.3% | -0.96 | 65.75 | — | — | — | |||||
| — | 240 | 90.6% | -0.97 | 75.75 | — | — | — | |||||
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.