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 | |
| — | — | — | 50.35 | +0.99 | 39.5% | 115 | — | |||||
| — | — | — | 45.45 | +0.98 | 40.9% | 120 | 42.7% | -0.02 | 0.20 | — | — | — |
| — | — | — | 40.40 | +0.99 | 34.2% | 125 | 38.0% | -0.02 | 0.20 | — | — | — |
| — | — | — | 35.60 | +0.97 | 35.8% | 130 | 35.8% | -0.03 | 0.30 | — | — | — |
| — | — | — | 30.85 | +0.94 | 35.2% | 135 | 35.2% | -0.06 | 0.55 | — | — | — |
| — | — | — | 26.05 | +0.92 | 32.4% | 140 | 33.0% | -0.08 | 0.80 | — | — | — |
| — | — | — | 21.80 | +0.87 | 33.4% | 145 | 32.2% | -0.13 | 1.35 | — | — | — |
| — | — | — | 17.75 | +0.80 | 33.1% | 150 | 31.6% | -0.19 | 2.20 | — | — | — |
| — | — | — | 13.70 | +0.73 | 30.9% | 155 | 30.9% | -0.27 | 3.40 | — | — | — |
| — | — | — | 10.35 | +0.63 | 30.2% | 160 | 30.4% | -0.37 | 5.10 | — | — | — |
| — | — | — | 7.65 | +0.53 | 30.2% | 165 | 30.2% | -0.47 | 7.35 | — | — | — |
| — | — | — | 5.45 | +0.42 | 30.0% | 170 | 30.0% | -0.58 | 10.15 | — | — | — |
| — | — | — | 3.80 | +0.33 | 30.1% | 175 | 30.1% | -0.67 | 13.50 | — | — | — |
| — | — | — | 2.60 | +0.25 | 30.3% | 180 | 29.2% | -0.76 | 17.10 | — | — | — |
| — | — | — | 1.70 | +0.18 | 30.2% | 185 | 29.6% | -0.83 | 21.30 | — | — | — |
| — | — | — | 1.10 | +0.12 | 30.3% | 190 | 30.7% | -0.87 | 25.85 | — | — | — |
| — | — | — | 0.75 | +0.09 | 31.0% | 195 | 34.6% | -0.88 | 30.85 | — | — | — |
| — | — | — | 0.50 | +0.06 | 31.5% | 200 | 37.9% | -0.90 | 35.80 | — | — | — |
| — | — | — | 0.25 | +0.03 | 33.2% | 210 | 44.2% | -0.91 | 45.75 | — | — | — |
| — | 220 | 48.7% | -0.93 | 55.60 | — | — | — | |||||
| — | 230 | 56.7% | -0.92 | 65.80 | — | — | — | |||||
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.