Spot 1067.94
· 279 contratti su 5 scadenze
· fonte storico
· catturata 30/09 09:31 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 | |
| — | — | — | 209.60 | — | — | 860 | — | |||||
| — | — | — | 199.60 | — | — | 870 | — | |||||
| — | — | — | 179.90 | — | — | 890 | — | |||||
| — | — | — | 169.75 | — | — | 900 | — | |||||
| — | — | — | 159.75 | — | — | 910 | — | |||||
| — | — | — | 139.75 | — | — | 930 | — | |||||
| — | — | — | 129.75 | — | — | 940 | — | |||||
| — | — | — | 119.75 | — | — | 950 | — | |||||
| — | — | — | 109.75 | — | — | 960 | — | |||||
| — | — | — | 99.70 | — | — | 970 | — | |||||
| — | — | — | 94.70 | — | — | 975 | 72.6% | -0.07 | 2.40 | — | — | — |
| — | — | — | 84.80 | — | — | 985 | 38.2% | -0.01 | 0.10 | — | — | — |
| — | — | — | 79.80 | — | — | 990 | 39.6% | -0.01 | 0.20 | — | — | — |
| — | — | — | 74.70 | — | — | 995 | 66.5% | -0.11 | 3.45 | — | — | — |
| — | — | — | 70.05 | +0.99 | 32.0% | 1000 | 40.7% | -0.03 | 0.50 | — | — | — |
| — | — | — | 65.00 | +0.99 | 27.5% | 1005 | 35.9% | -0.03 | 0.35 | — | — | — |
| — | — | — | 60.15 | +0.98 | 30.6% | 1010 | 37.5% | -0.04 | 0.65 | — | — | — |
| — | — | — | 55.25 | +0.97 | 30.3% | 1015 | 34.3% | -0.04 | 0.60 | — | — | — |
| — | — | — | 51.15 | +0.93 | 36.9% | 1020 | 36.5% | -0.07 | 1.15 | — | — | — |
| — | — | — | 45.40 | +0.96 | 27.5% | 1025 | 33.6% | -0.08 | 1.15 | — | — | — |
| — | — | — | 42.85 | +0.86 | 40.1% | 1030 | 37.2% | -0.13 | 2.30 | — | — | — |
| — | — | — | 38.00 | +0.84 | 37.2% | 1035 | 33.2% | -0.13 | 2.15 | — | — | — |
| — | — | — | 33.25 | +0.82 | 34.6% | 1040 | 38.2% | -0.20 | 4.25 | — | — | — |
| — | — | — | 29.85 | +0.77 | 36.5% | 1045 | 38.2% | -0.24 | 5.40 | — | — | — |
| — | — | — | 26.15 | +0.72 | 36.4% | 1050 | 35.2% | -0.27 | 5.80 | — | — | — |
| — | — | — | 22.85 | +0.67 | 36.8% | 1055 | 36.9% | -0.33 | 7.95 | — | — | — |
| — | — | — | 20.45 | +0.65 | 34.6% | 1057.5 | 34.3% | -0.35 | 7.90 | — | — | — |
| — | — | — | 19.30 | +0.62 | 35.7% | 1060 | 32.9% | -0.37 | 8.30 | — | — | — |
| — | — | — | 17.85 | +0.59 | 35.8% | 1062.5 | 35.0% | -0.41 | 10.10 | — | — | — |
| — | — | — | 15.80 | +0.57 | 34.1% | 1065 | 34.4% | -0.43 | 10.95 | — | — | — |
| — | — | — | 14.45 | +0.54 | 34.1% | 1067.5 | 34.1% | -0.46 | 12.00 | — | — | — |
| — | — | — | 13.15 | +0.51 | 34.0% | 1070 | 33.4% | -0.49 | 12.95 | — | — | — |
| — | — | — | 11.65 | +0.47 | 33.3% | 1072.5 | 33.4% | -0.53 | 14.25 | — | — | — |
| — | — | — | 10.50 | +0.44 | 33.2% | 1075 | 33.7% | -0.56 | 15.75 | — | — | — |
| — | — | — | 9.20 | +0.41 | 32.5% | 1077.5 | 35.4% | -0.58 | 17.85 | — | — | — |
| — | — | — | 10.10 | +0.40 | 37.5% | 1080 | 34.0% | -0.61 | 18.85 | — | — | — |
| — | — | — | 6.05 | +0.32 | 31.1% | 1085 | 34.5% | -0.67 | 22.30 | — | — | — |
| — | — | — | 4.55 | +0.26 | 30.7% | 1090 | 33.2% | -0.73 | 25.40 | — | — | — |
| — | — | — | 5.25 | +0.25 | 36.9% | 1095 | 32.7% | -0.78 | 29.05 | — | — | — |
| — | — | — | 2.80 | +0.17 | 31.8% | 1100 | 34.5% | -0.81 | 33.55 | — | — | — |
| — | — | — | 3.40 | +0.18 | 37.5% | 1105 | 32.8% | -0.86 | 37.35 | — | — | — |
| — | — | — | 3.05 | +0.16 | 37.7% | 1107.5 | 34.4% | -0.86 | 39.85 | — | — | — |
| — | — | — | 1.75 | +0.11 | 33.1% | 1110 | 36.9% | -0.86 | 42.55 | — | — | — |
| — | — | — | 2.50 | +0.13 | 38.4% | 1112.5 | 32.9% | -0.90 | 44.00 | — | — | — |
| — | — | — | 2.60 | +0.13 | 40.4% | 1115 | 33.3% | -0.91 | 46.35 | — | — | — |
| — | — | — | 2.95 | +0.14 | 45.0% | 1120 | 36.6% | -0.91 | 51.45 | — | — | — |
| — | — | — | 2.90 | +0.13 | 47.8% | 1125 | 35.9% | -0.94 | 56.00 | — | — | — |
| — | — | — | 1.15 | +0.07 | 40.0% | 1130 | 40.7% | -0.93 | 61.30 | — | — | — |
| — | — | — | 1.15 | +0.06 | 42.4% | 1135 | 43.6% | -0.93 | 66.35 | — | — | — |
| — | — | — | 1.00 | +0.06 | 43.6% | 1140 | 44.4% | -0.94 | 71.15 | — | — | — |
| — | — | — | 2.45 | +0.09 | 59.1% | 1150 | 47.7% | -0.95 | 81.00 | — | — | — |
| — | — | — | 2.50 | +0.09 | 64.6% | 1160 | 51.7% | -0.96 | 90.95 | — | — | — |
| — | 1170 | 55.5% | -0.96 | 100.90 | — | — | — | |||||
| — | — | — | 2.50 | +0.08 | 74.6% | 1180 | 59.7% | -0.96 | 110.90 | — | — | — |
| — | 1190 | 63.9% | -0.96 | 120.90 | — | — | — | |||||
| — | 1210 | 71.9% | -0.97 | 140.90 | — | — | — | |||||
| — | 1220 | 77.3% | -0.97 | 151.00 | — | — | — | |||||
| — | 1230 | 81.2% | -0.97 | 161.00 | — | — | — | |||||
| — | 1250 | 88.9% | -0.97 | 181.00 | — | — | — | |||||
| — | 1260 | 92.6% | -0.97 | 191.00 | — | — | — | |||||
| — | 1280 | 99.9% | -0.97 | 211.00 | — | — | — | |||||
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.