Spot 59.80
· 50 contratti su 2 scadenze
· fonte ibkr
· catturata 07/07 22:54 UTC
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | 5.80 | 6.00 | 5.90 | +0.99 | 49.7% | 54 | 49.7% | -0.01 | 0.02 | 0.01 | 0.03 | — |
| — | 4.80 | 5.00 | 4.90 | +0.98 | 46.3% | 55 | 46.3% | -0.02 | 0.01 | 0.01 | 0.02 | — |
| — | 3.85 | 4.00 | 3.92 | +0.97 | 39.9% | 56 | 39.9% | -0.03 | 0.02 | 0.01 | 0.03 | — |
| — | 2.82 | 2.99 | 2.90 | +0.94 | 33.0% | 57 | — | — | 0.03 | 0.02 | 0.04 | — |
| — | 1.87 | 2.03 | 1.95 | — | — | 58 | 27.8% | -0.12 | 0.07 | 0.07 | 0.08 | — |
| — | 1.04 | 1.13 | 1.08 | +0.73 | 25.2% | 59 | 25.2% | -0.27 | 0.23 | 0.22 | 0.24 | — |
| — | 0.44 | 0.49 | 0.47 | — | — | 60 | 24.5% | -0.52 | 0.60 | 0.57 | 0.64 | — |
| — | 0.14 | 0.16 | 0.15 | +0.24 | 25.1% | 61 | — | — | 1.29 | 1.24 | 1.34 | — |
| — | 0.04 | 0.05 | 0.04 | — | — | 62 | — | — | 2.19 | 2.12 | 2.25 | — |
| — | 0.01 | 0.03 | 0.02 | +0.02 | 27.3% | 63 | 27.3% | -0.99 | 3.17 | 3.05 | 3.30 | — |
| — | — | 0.01 | — | +0.00 | 27.2% | 64 | 27.2% | -1.00 | 4.47 | 4.00 | 4.95 | — |
| — | — | 0.01 | — | +0.00 | 27.6% | 65 | 27.6% | -1.00 | 5.15 | 5.05 | 5.25 | — |
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.