Spot 54.96
· 158 contratti su 5 scadenze
· fonte storico
· catturata 30/09 11:10 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 | |
| — | — | — | 11.58 | +0.90 | 210.8% | 44 | — | |||||
| — | — | — | 10.25 | +0.93 | 153.6% | 45 | — | |||||
| — | — | — | 9.30 | +0.92 | 147.3% | 46 | — | |||||
| — | — | — | 8.28 | +0.92 | 131.1% | 47 | — | |||||
| — | — | — | 7.03 | +0.99 | 64.5% | 48 | — | |||||
| — | — | — | 6.23 | +0.91 | 98.2% | 49 | — | |||||
| — | — | — | 4.73 | — | — | 50 | 52.2% | -0.02 | 0.02 | — | — | — |
| — | — | — | 4.23 | +0.88 | 72.1% | 51 | 42.9% | -0.02 | 0.02 | — | — | — |
| — | — | — | 3.22 | +0.87 | 57.7% | 52 | 36.1% | -0.04 | 0.03 | — | — | — |
| — | — | — | 2.17 | +0.85 | 39.7% | 53 | 35.0% | -0.12 | 0.10 | — | — | — |
| — | — | — | 1.27 | +0.74 | 32.1% | 54 | 32.1% | -0.26 | 0.25 | — | — | — |
| — | — | — | 0.60 | +0.51 | 29.7% | 55 | 29.7% | -0.49 | 0.58 | — | — | — |
| — | — | — | 0.22 | +0.26 | 29.1% | 56 | 28.5% | -0.75 | 1.19 | — | — | — |
| — | — | — | 0.07 | +0.10 | 30.1% | 57 | 34.2% | -0.87 | 2.09 | — | — | — |
| — | — | — | 0.03 | +0.04 | 33.8% | 58 | 43.1% | -0.91 | 3.07 | — | — | — |
| — | — | — | 0.01 | +0.02 | 35.6% | 59 | 39.6% | -0.97 | 4.00 | — | — | — |
| — | — | — | 0.02 | +0.02 | 47.4% | 60 | 78.4% | -0.88 | 5.20 | — | — | — |
| — | 61 | 14.6% | -1.00 | 5.98 | — | — | — | |||||
| — | 62 | 85.4% | -0.93 | 7.10 | — | — | — | |||||
| — | 63 | 69.1% | -0.98 | 8.00 | — | — | — | |||||
| — | 64 | 167.1% | -0.82 | 9.73 | — | — | — | |||||
| — | 65 | — | — | 9.93 | — | — | — | |||||
| — | 66 | 138.7% | -0.92 | 11.23 | — | — | — | |||||
| — | 67 | 153.6% | -0.91 | 12.28 | — | — | — | |||||
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.