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 | |
| — | — | — | 51.50 | +0.99 | 27.8% | 115 | 37.7% | -0.03 | 0.40 | — | — | — |
| — | — | — | 46.65 | +0.98 | 30.2% | 120 | 35.4% | -0.04 | 0.50 | — | — | — |
| — | — | — | 41.95 | +0.96 | 31.7% | 125 | 33.5% | -0.05 | 0.65 | — | — | — |
| — | — | — | 37.20 | +0.94 | 30.7% | 130 | 32.0% | -0.07 | 0.90 | — | — | — |
| — | — | — | 32.65 | +0.91 | 30.3% | 135 | 31.3% | -0.09 | 1.35 | — | — | — |
| — | — | — | 28.35 | +0.87 | 30.3% | 140 | 30.6% | -0.13 | 1.95 | — | — | — |
| — | — | — | 24.35 | +0.82 | 30.4% | 145 | 30.0% | -0.18 | 2.80 | — | — | — |
| — | — | — | 20.30 | +0.77 | 29.2% | 150 | 29.5% | -0.23 | 3.95 | — | — | — |
| — | — | — | 16.90 | +0.70 | 29.2% | 155 | 29.0% | -0.30 | 5.40 | — | — | — |
| — | — | — | 13.65 | +0.63 | 28.5% | 160 | 28.5% | -0.37 | 7.20 | — | — | — |
| — | — | — | 10.95 | +0.55 | 28.4% | 165 | 28.4% | -0.45 | 9.50 | — | — | — |
| — | — | — | 8.45 | +0.47 | 27.8% | 170 | 28.5% | -0.52 | 12.25 | — | — | — |
| — | — | — | 6.60 | +0.40 | 27.9% | 175 | 28.3% | -0.60 | 15.30 | — | — | — |
| — | — | — | 5.05 | +0.33 | 27.9% | 180 | 28.5% | -0.67 | 18.80 | — | — | — |
| — | — | — | 3.85 | +0.27 | 28.0% | 185 | 28.2% | -0.73 | 22.45 | — | — | — |
| — | — | — | 2.85 | +0.21 | 27.9% | 190 | 28.7% | -0.78 | 26.60 | — | — | — |
| — | — | — | 2.15 | +0.17 | 28.1% | 195 | 30.3% | -0.81 | 31.20 | — | — | — |
| — | — | — | 1.55 | +0.13 | 28.1% | 200 | 30.8% | -0.84 | 35.65 | — | — | — |
| — | — | — | 0.85 | +0.08 | 28.5% | 210 | 36.0% | -0.86 | 45.65 | — | — | — |
| — | — | — | 0.40 | +0.04 | 28.2% | 220 | 39.7% | -0.88 | 55.45 | — | — | — |
| — | — | — | 0.25 | +0.03 | 29.4% | 230 | 45.4% | -0.88 | 65.70 | — | — | — |
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.