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 | |
| — | — | — | 11.33 | +0.96 | 45.1% | 44 | 41.5% | -0.03 | 0.07 | — | — | — |
| — | — | — | 10.23 | +0.99 | 28.8% | 45 | 38.9% | -0.03 | 0.08 | — | — | — |
| — | — | — | 9.48 | +0.93 | 45.6% | 46 | 37.0% | -0.04 | 0.10 | — | — | — |
| — | — | — | 8.30 | +0.96 | 31.9% | 47 | 35.8% | -0.06 | 0.14 | — | — | — |
| — | — | — | 7.53 | +0.90 | 39.1% | 48 | 33.9% | -0.07 | 0.18 | — | — | — |
| — | — | — | 6.60 | +0.88 | 37.1% | 49 | 34.2% | -0.11 | 0.29 | — | — | — |
| — | — | — | 5.73 | +0.84 | 36.1% | 50 | 30.5% | -0.12 | 0.31 | — | — | — |
| — | — | — | 4.72 | +0.82 | 31.0% | 51 | 32.9% | -0.19 | 0.58 | — | — | — |
| — | — | — | 3.95 | +0.76 | 30.9% | 52 | 31.3% | -0.24 | 0.75 | — | — | — |
| — | — | — | 3.20 | +0.70 | 30.0% | 53 | 28.7% | -0.30 | 0.91 | — | — | — |
| — | — | — | 2.45 | +0.62 | 27.9% | 54 | 29.3% | -0.38 | 1.31 | — | — | — |
| — | — | — | 1.98 | +0.54 | 29.2% | 55 | 29.2% | -0.46 | 1.76 | — | — | — |
| — | — | — | 1.44 | +0.45 | 27.9% | 56 | 28.7% | -0.55 | 2.27 | — | — | — |
| — | — | — | 0.97 | +0.35 | 26.3% | 57 | 27.5% | -0.64 | 2.82 | — | — | — |
| — | — | — | 0.75 | +0.28 | 27.5% | 58 | 34.1% | -0.67 | 3.90 | — | — | — |
| — | — | — | 0.46 | +0.20 | 26.1% | 59 | 28.4% | -0.78 | 4.35 | — | — | — |
| — | — | — | 0.37 | +0.16 | 27.8% | 60 | 30.2% | -0.82 | 5.25 | — | — | — |
| — | — | — | 0.30 | +0.13 | 29.4% | 61 | 26.2% | -0.90 | 5.98 | — | — | — |
| — | — | — | 0.16 | +0.08 | 27.7% | 62 | 27.3% | -0.92 | 6.93 | — | — | — |
| — | — | — | 0.13 | +0.07 | 29.1% | 63 | 34.0% | -0.90 | 8.03 | — | — | — |
| — | — | — | 0.08 | +0.04 | 28.9% | 64 | 36.9% | -0.91 | 9.03 | — | — | — |
| — | — | — | 0.04 | +0.02 | 27.8% | 65 | 39.8% | -0.91 | 10.03 | — | — | — |
| — | — | — | 0.07 | +0.03 | 32.8% | 66 | 42.5% | -0.92 | 11.03 | — | — | — |
| — | — | — | 0.06 | +0.03 | 34.2% | 67 | 45.1% | -0.92 | 12.03 | — | — | — |
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.