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 | |
| — | — | — | 10.68 | — | — | 44 | — | |||||
| — | — | — | 10.05 | +0.99 | 49.9% | 45 | — | |||||
| — | — | — | 9.23 | +0.94 | 73.5% | 46 | 54.6% | -0.02 | 0.04 | — | — | — |
| — | — | — | 8.30 | +0.92 | 71.9% | 47 | 50.8% | -0.03 | 0.05 | — | — | — |
| — | — | — | 7.13 | +0.95 | 50.3% | 48 | 41.4% | -0.02 | 0.03 | — | — | — |
| — | — | — | 6.25 | +0.91 | 53.9% | 49 | 37.8% | -0.03 | 0.04 | — | — | — |
| — | — | — | 5.18 | +0.92 | 42.1% | 50 | 33.6% | -0.04 | 0.05 | — | — | — |
| — | — | — | 4.18 | +0.91 | 35.3% | 51 | 29.9% | -0.06 | 0.07 | — | — | — |
| — | — | — | 3.33 | +0.84 | 36.0% | 52 | 28.5% | -0.11 | 0.14 | — | — | — |
| — | — | — | 2.37 | +0.79 | 29.4% | 53 | 27.1% | -0.19 | 0.27 | — | — | — |
| — | — | — | 1.61 | +0.67 | 27.9% | 54 | 25.8% | -0.32 | 0.50 | — | — | — |
| — | — | — | 0.93 | +0.52 | 25.0% | 55 | 25.0% | -0.48 | 0.89 | — | — | — |
| — | — | — | 0.54 | +0.35 | 25.7% | 56 | 23.9% | -0.66 | 1.44 | — | — | — |
| — | — | — | 0.25 | +0.20 | 24.7% | 57 | 29.9% | -0.75 | 2.35 | — | — | — |
| — | — | — | 0.11 | +0.10 | 24.7% | 58 | 26.5% | -0.88 | 3.10 | — | — | — |
| — | — | — | 0.05 | +0.05 | 25.5% | 59 | 34.1% | -0.89 | 4.13 | — | — | — |
| — | — | — | 0.02 | +0.02 | 25.9% | 60 | — | — | 4.90 | — | — | — |
| — | — | — | 0.02 | +0.02 | 30.0% | 61 | — | — | 5.85 | — | — | — |
| — | — | — | 0.02 | +0.02 | 33.9% | 62 | 56.9% | -0.89 | 7.23 | — | — | — |
| — | 63 | 46.2% | -0.96 | 8.03 | — | — | — | |||||
| — | 64 | — | — | 8.88 | — | — | — | |||||
| — | — | — | 0.03 | +0.02 | 47.7% | 65 | — | — | 9.85 | — | — | — |
| — | — | — | 0.03 | +0.02 | 51.4% | 66 | — | — | 10.85 | — | — | — |
| — | 67 | — | — | 11.83 | — | — | — | |||||
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.